machine-learning-for-trading
pyRMT
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| machine-learning-for-trading | pyRMT | |
|---|---|---|
| 224 | 1 | |
| 11,797 | 39 | |
| - | - | |
| 1.1 | 0.0 | |
| 10 months ago | almost 2 years ago | |
| Jupyter Notebook | Python | |
| - | MIT License |
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machine-learning-for-trading
- Machine Learning for Trading: Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Courses - star count:10678.0
- How to backtest common strategy / filters in bulk?
- Machine Learning for Trading: Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Courses - star count:10565.0
pyRMT
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Papers for intro to Statistical Arbitrage
A nice intro is given here https://www.cfm.fr/assets/ResearchPapers/2016-Cleaning-Correlation-Matrices.pdf . The implementations aren’t super complex, but this package https://github.com/GGiecold/pyRMT has a bunch in one place that you can try out, plus a couple more references. In general this is quite an important problem and useful outside of finance too so there’s a lot of stuff on Google scholar and more comes out every year. Ledoit+Wolf, Bouchaud+Potters are some of the authors to look out for.
What are some alternatives?
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Riskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Mad-Money-Backtesting - Backtesting recommendations from Mad Money and "The Cramer Effect/Bounce"
eiten - Statistical and Algorithmic Investing Strategies for Everyone
documentation - This repository contains the documentation for the current Quantiacs project. Check it out at: https://quantiacs.com/documentation/en/
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
zero-to-mastery-ml - All course materials for the Zero to Mastery Machine Learning and Data Science course.
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TTM - # TTM Stock squeeze detection based on bollinger + keltner channels. Detects which stocks are out after bollinger is inside keltner channel.
fraud-detection-handbook - Reproducible Machine Learning for Credit Card Fraud Detection - Practical Handbook
SynthDet - SynthDet - An end-to-end object detection pipeline using synthetic data
DataScienceProjects