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Research_public Alternatives
Similar projects and alternatives to research_public
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Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original
Machine Learning for Algorithmic Trading, Second Edition - published by Packt
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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.
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InfluxDB
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Evaluating the risk of a portfolio using Covariance matrix
According to this lecture: https://github.com/quantopian/research_public/blob/master/notebooks/lectures/Position_Concentration_Risk/notebook.ipynb
- Resources on Kalman filter predictors?
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Beta of a trading system
I would use a Kalman filter approach and not just a regression because of the problem of the lookback time for the regression. Which one do you use? Past 10 years? Just last month? Kalman filters overcome this problem. This is also what hedge funds do, more reliable. Here is a saved notebook from Quantopian where they do exactly that: https://github.com/quantopian/research_public/blob/master/notebooks/lectures/Kalman_Filters/notebook.ipynb
- Advice for a beginner
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Getting into the game. What do I need to learn?
I would check out the open source notebook based lessons at quantoptions github, they're quite good: https://github.com/quantopian/research_public/tree/master/notebooks/lectures
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A note from our sponsor - InfluxDB
www.influxdata.com | 6 May 2024
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over 3 years ago
The primary programming language of research_public is Jupyter Notebook.
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