Pinned Repositories
AlphaMix
arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
Clustering4Investment
This project contains some code related to the construction of an investment strategy based on clustering. In particular, a study of multiple time-horizons risk factors is carried out.
InvariantStock
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).
andrewlu2021's Repositories
andrewlu2021/AlphaMix
andrewlu2021/arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
andrewlu2021/Clustering4Investment
This project contains some code related to the construction of an investment strategy based on clustering. In particular, a study of multiple time-horizons risk factors is carried out.
andrewlu2021/InvariantStock
andrewlu2021/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).