Pinned Repositories
Accelerating-Dual-Momentum
Python implementation of Antonacci's GEM ("Global Equities Momentum") strategy
ace-versus-ace
MLB Statcast has performance data from every play at the major league level. I make a a head-to-head comparison of this data for Gerrit Cole and Jacob deGrom including hypothesis testing.
adv-financial-ml-marcos-exercises
Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
AFML
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
betting-against-beta
This project is based on the paper: Frazzini, A. & Pedersen, L. (2014). "Betting Against Beta."
Copula_Pairs_Project
This is a project that includes functions/class that implement a partner selection procedure that can be used in a trading strategy with Vine Copulas.
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).
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).
MilkwoodSF's Repositories
MilkwoodSF/Accelerating-Dual-Momentum
Python implementation of Antonacci's GEM ("Global Equities Momentum") strategy
MilkwoodSF/betting-against-beta
This project is based on the paper: Frazzini, A. & Pedersen, L. (2014). "Betting Against Beta."
MilkwoodSF/Copula_Pairs_Project
This is a project that includes functions/class that implement a partner selection procedure that can be used in a trading strategy with Vine Copulas.
MilkwoodSF/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).
MilkwoodSF/algo_trading
MilkwoodSF/AppliedTimeSeriesForecastingInPython
Repository with data, starter notebooks, and solution notebooks for my course Applied Time Series Forecasting in Python
MilkwoodSF/bayesian_changepoint_detection
Methods to get the probability of a changepoint in a time series.
MilkwoodSF/blog
Source code for my personal blog
MilkwoodSF/DataScienceGuidedCapstone
MilkwoodSF/deepRLPairsTrading
MilkwoodSF/dynamax
State Space Models library in JAX
MilkwoodSF/fattails
Code and Notes for fat-tailed statistics.
MilkwoodSF/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
MilkwoodSF/game-of-life
Demo application for the 'Jenkins: The Definitive Guide' book
MilkwoodSF/Gaussian-Process-Regression-Tutorial
An Intuitive Tutorial to Gaussian Processes Regression
MilkwoodSF/gflows
View the exposures of four option greeks—delta, gamma, vanna, and charm—for stocks & indexes
MilkwoodSF/machine-learning-algorithms-from-scratch
This project contains an implementation of many Machine Learning algorithms from scratch
MilkwoodSF/Machine-Learning-Collection
A resource for learning about Machine learning & Deep Learning
MilkwoodSF/Markov-Chain
Markov Chain overview and their implementations in Finance
MilkwoodSF/MilkwoodSF
MilkwoodSF/MilkwoodSF.github.io
Personal Website
MilkwoodSF/Momentum_Trading
MilkwoodSF/OpenBBTerminal
Investment Research for Everyone, Everywhere.
MilkwoodSF/pysystemtrade
Systematic Trading in python
MilkwoodSF/QuantResearch
Quantitative analysis, strategies and backtests
MilkwoodSF/quantstats
Portfolio analytics for quants, written in Python
MilkwoodSF/sktime
A unified framework for machine learning with time series
MilkwoodSF/strategies2
quantitative trading with Javascript, Python, C++, PineScript, Blockly, MyLanguage(麦语言)
MilkwoodSF/tutorials
CatBoost tutorials repository
MilkwoodSF/universal-portfolios
Collection of algorithms for online portfolio selection