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gradient-free-optimizers

Simple and reliable optimization with local, global, population-based and sequential techniques in numerical discrete search spaces.

hmm_trading

Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden state patterns.

insider-trades

A scraper that will collect data about insider trades for various public companies as well as their stock prices at the time of each trade.

interactivebrokers-pairstrading-algo

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

lppls

Library for fitting the LPPLS model to data.

machine-learning-for-algorithmic-trading-second-edition_original

Machine Learning for Algorithmic Trading, Second Edition - published by Packt

machine-learning-for-asset-managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

machine-learning-in-finance

Trading Strategy Development

mean_reverting_portfolio

mixture_model_trading_public

mlfinlab

Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning

mljar-supervised

Automated Machine Learning Pipeline with Feature Engineering and Hyper-Parameters Tuning :rocket:

omegaui

Backtrader Front End

pair-trading

CS7641 Team project

pair_trading_medium

AlphaWaveData delivers APIs for financial data analysis.

pairs-trading-with-machine-learning

Pair Trading Strategy using Machine Learning written in Python

pairs_trading

experiments with pair trading

pairstrading

Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Lisboa).

pandas-montecarlo

A lightweight Python library for running simple Monte Carlo Simulations on Pandas Series data

python-deep-learning

python deep learning notebooks

python_for_traders_and_investors

quant-trading

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

quantbasics1-4

quantstats

Portfolio analytics for quants, written in Python

recession-predictor

Project description: https://medium.com/p/recession-prediction-using-machine-learning-de6eee16ca94?source=email-2adc3d3cd2ed--writer.postDistributed&sk=2f1dab9738769f9658634e61576a08bd

sentiment-fear-and-greed

Backtesting the Fear and Greed Index and Put Call Ratio with Python and Backtrader

shap-hypetune

A python package for simultaneous Hyperparameters Tuning and Features Selection for Gradient Boosting Models.

slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

spainai_hackaton_2020_temporalseries

stocker

Stock Price Prediction