crestcapital

crestcapital's Stars

• QuhiQuhihi/regime_model

  detecting regime of financial market

  Language:Jupyter Notebook3112

• Momentum1ab/MomentumScreener

  Language:Jupyter Notebook1512

• Yizhan-Oliver-Shu/jump-models

  Statistical Jump Models in Python, with scikit-learn-style APIs

  Language:Python3814

• StevenDowney86/Public_Research_and_Backtests

  Research and Backtests I have been working on...enjoy

  Language:Python6936

• digital-hub-insights/dh-labs-public

  Language:Jupyter Notebook83

• nburgessx/SwapsBook

  Low Latency Interest Rate Markets – Theory, Pricing and Practice

  Language:C++18337

• dataman-git/modern-time-series

  Language:Jupyter Notebook3715

• AI4Finance-Foundation/FinRL-Meta

  FinRL­-Meta: Dynamic datasets and market environments for FinRL.

  Language:Python1.3k594

• madmay247/breeze-historical-options

  breeze-historical-options provides traders with second-level historic options data using the ICICI Breeze API. Data can be used for backtesting, analysis and simulation purposes.

  Language:Python4115

• uddashya/Market-Regime-Detection-Using-K-Means

  Language:Python1

• pjrowe/Economic-Regime-analysis-and-Factor-Models

  Python code and market data for economic regime analysis

  Language:Jupyter Notebook42

• uday-31/detecting-market-regime-changes

  Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector machines) to predict regimes with the intent of improving an existing trading strategy

  Language:Jupyter Notebook73

• LSEG-API-Samples/Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches

  Language:Jupyter Notebook314

• YannickKae/Financial-Market-Regime-Classification

  Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation

  Language:Jupyter Notebook252

• tlemenestrel/LSTM_GARCH

  A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting

  Language:Jupyter Notebook243

• aconstandinou/mean-reversion

  Various python scripts to introduce mean reversion concepts.

  Language:Python2113

• QuantConnect/Research

  Open sourced research notebooks by the QuantConnect team.

  Language:Jupyter Notebook529170

• crestcapital/finance_portfolio

  Immersion of the world of Finance through Python

  Language:Jupyter Notebook1

• jhykes/retirement-mc

  Monte Carlo simulations for living from savings in retirement

  Language:Jupyter Notebook4114

• robertmartin8/PyPortfolioOpt

  Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

  Language:Jupyter Notebook4.6k960

• rupeshmore85/cs109_Fund_Analytics

  Mutual Funds predictive analytics

  Language:CSS3527