zcakhaa / Deep-Learning-in-Quantitative-TradingLinks
This code is for the book
☆385Updated 10 months ago
Alternatives and similar repositories for Deep-Learning-in-Quantitative-Trading
Users that are interested in Deep-Learning-in-Quantitative-Trading are comparing it to the libraries listed below
Sorting:
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆216Updated last year
- Deep Learning Statistical Arbitrage☆254Updated 3 years ago
- ☆153Updated 2 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆128Updated last year
- This repository hosts my reading notes for academic papers.☆97Updated 4 years ago
- Financial AI with Python☆100Updated 2 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆201Updated 2 weeks ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- AI-powered CLI tool: Transform trading research papers into QuantConnect algorithms☆86Updated this week
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆140Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆195Updated last year
- Implementation of 5-factor Fama French Model☆137Updated 4 years ago
- ☆86Updated last year
- A collection of homeworks of market microstructure models.☆274Updated 7 years ago
- CS7641 Team project☆97Updated 5 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆164Updated 2 weeks ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆265Updated 3 years ago
- ☆209Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 4 years ago
- The book <Advanced Algorithmic Trading> and its source code☆61Updated 8 years ago
- experiments with pair trading☆332Updated last year
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆99Updated 2 weeks ago
- ☆369Updated 2 years ago
- Portfolio Construction and Risk Management book's Python code.☆169Updated last week
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆126Updated 5 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Python library for asset pricing☆126Updated last year