Notebooks
|1 | Portfolio Optimization One |2 | Value at Risk One |3 | Classical Linear Regression |4 | Bayesian Linear Regression |5 | MCMC Linear Regression |6 | Kalman Filter Linear Regression |7 | Tensorflow Linear Regression |8 | Mean Reversion |10 | Cointegration and Pairs Trading |11 | Kalman Filter and Pairs Trading |12 | Hidden Markov Chain |13 | RNN Stock Prediction |14 | Principal Componenet Analysis |15 | ARIMA and GARCH Models |16 | Fama-French three-factor | | |17 | Vector AutoRegression | | |18 | Gaussian Mixture and Markov Switching |19 | Portfolio Optimization Two |20 | Volume Factor Evaluation Alphalens | | |21 | Reinforcement Backtest | | |22 | Reinforcement Option Pricing |23 | Free Historical Market Data Download |24 | Market Profile and Volume Profile |56 | From Reinforcement Gamer to Reinforcement Trader |