yvesdhondt / MarketMoodRingLinks
Python implementation for regime-dependent portfolio optimization
☆10Updated last year
Alternatives and similar repositories for MarketMoodRing
Users that are interested in MarketMoodRing are comparing it to the libraries listed below
Sorting:
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- ☆41Updated 2 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- Machine learning for portfolio management and trading with scikit-learn☆27Updated 6 months ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆32Updated last year
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆18Updated 3 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆19Updated 8 months ago
- ☆18Updated 8 years ago
- Implements different approaches to tactical and strategic asset allocation☆36Updated 5 months ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- detecting regime of financial market☆36Updated 2 years ago
- ☆40Updated 4 years ago
- public version of MLFINLAB from Hudson-Thames☆23Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆28Updated 4 years ago
- quantitative asset allocation strategy☆27Updated 4 months ago
- Package to build risk model for factor pricing model☆26Updated 10 months ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆41Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆58Updated 6 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆14Updated 3 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street☆13Updated 2 years ago
- ☆14Updated 2 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆26Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆65Updated 10 months ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆50Updated 6 years ago
- Trading Strategies based on the gap between Implied and Realized Volatility: A machine learning approach☆14Updated 5 years ago