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adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

algo_trading

auto_hmm

Hidden Markov Model

bookspractices-machine-learning-data-science-blueprints-for-finance

This repository uses information from Machine Learning & Data Science Blueprints for Finance From Building Trading Strategies to Robo-Advisors Using Python by Hariom Tatsat, Sahil Puri & Brad Lookabaugh

breeze-python-examples

The official Python client library for sample codes that consume ICICI Trading APIs

fin-ml

This github repository of "Machine Learning and Data Science Blueprints for Finance". Please star.

financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

handson-ml3

A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.

kalman-and-bayesian-filters-in-python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

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-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

mastering-python-for-finance-second-edition

Mastering Python for Finance – Second Edition, published by Packt

ml_finance_codes

Machine Learning in Finance: From Theory to Practice Book

mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

numerical_methods_youtube

pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

quantresearch

Quantitative analysis, strategies and backtests

regime_detection_ml

Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).

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).

statespace-model_1

Interactive textbook on state-space models

time-series-momentum

🚂💨 Deep Momentum Networks for Time Series Strategies

trading-momentum-transformer

This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).