References for factor model
☆41Oct 12, 2020Updated 5 years ago
Alternatives and similar repositories for FactorModel
Users that are interested in FactorModel are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Codes to clean data and construct variables for empirical finance.☆12Sep 14, 2021Updated 4 years ago
- ☆28Dec 17, 2018Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010☆23Dec 28, 2018Updated 7 years ago
- todo: desc☆11Aug 12, 2021Updated 4 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆42Mar 28, 2023Updated 3 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆23Jan 20, 2022Updated 4 years ago
- ☆10Jun 3, 2019Updated 6 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 2 years ago
- alpha投研示例☆92Feb 5, 2026Updated 3 months ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆20Oct 27, 2019Updated 6 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆38Jun 20, 2021Updated 4 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- A Python package for PME (Public Market Equivalent) calculation☆13Jan 16, 2026Updated 3 months ago
- ☆17Oct 22, 2020Updated 5 years ago
- This is a Spark implementation (Python API) for Distributed Stochastic Gradient Descent based on☆12Apr 18, 2015Updated 11 years ago
- MFM workshop project☆15Jan 25, 2021Updated 5 years ago
- All about me.☆10Mar 28, 2025Updated last year
- Neural Logic Inductive Learning☆44Aug 6, 2022Updated 3 years ago
- 因子回测框架☆144Jul 9, 2023Updated 2 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 2 years ago
- 新一代API課程範例☆21Jul 15, 2025Updated 9 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- The annual coding competition hosted by Optiver in collaboration with LSE☆21Jul 18, 2022Updated 3 years ago
- Tensorflow 2.0 implementation of Knowledge Graph Convolutional Networks for Recommender Systems☆22Jul 4, 2021Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆119May 20, 2024Updated last year
- DOFEN is a novel tree-inspired deep tabular neural network, accepted by NeurIPS 2024☆13Dec 17, 2024Updated last year
- ☆17Mar 23, 2022Updated 4 years ago
- ☆12Jul 15, 2020Updated 5 years ago
- Assignments for CS294-112 Deep Reinforcement Learning in UC Berkeley in Fall 2018☆16Nov 15, 2018Updated 7 years ago
- 2017 金融投資與程式交易 (中山財管)☆13Jan 18, 2018Updated 8 years ago
- python quant☆50Aug 24, 2023Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- High Frequency Trading☆109Jun 10, 2018Updated 7 years ago
- A LaTeX document class for notes 📝 and textbooks 📚☆14Jul 14, 2021Updated 4 years ago
- ☆12Jul 28, 2018Updated 7 years ago
- I used to drink coffee a lot. But oolong has become my favorite recently. Hope you like it too.🫖☆12Sep 13, 2021Updated 4 years ago
- Code for Expert Supervised Reinforcement Learning☆10Apr 7, 2021Updated 5 years ago
- Framework of DataLog Neural Program Synthesis☆27Apr 2, 2019Updated 7 years ago
- Implementation of NeurIPS2021 paper <On Effective Scheduling of Model-based Reinforcement Learning>☆13Nov 16, 2021Updated 4 years ago