Discover hudson-and-thames/a-practitioners-guide-to-the-ONC-algorithm

Stars
4
Rank 3,304,323 (Top 66 %)
Language
Jupyter Notebook
Created over 1 year ago
Updated over 1 year ago

hudson-and-thames

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Code base for the practitioner's guide to the ONC algorithm paper published with the Journal of Financial Data Science

mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

Python

3,933

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.

Python

484

portfoliolab

PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

149

backtest_tutorial

Jupyter Notebook

121

arbitrage_research

Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.

Jupyter Notebook

meta-labeling

Code base for the meta-labeling papers published with the Journal of Financial Data Science

Jupyter Notebook

SecondBrain

JavaScript

oct_applications

Applications to the apprenticeship program, October 2020.

Jupyter Notebook

march_applications_21

Skillset Challenge for the Apprenticeship Program

Jupyter Notebook

example-notebooks

Jupyter Notebook

research_public

Notebooks based on financial machine learning.

june_applications_21

Skillset Challenge for the Apprenticeship Program, June 2021.

Jupyter Notebook

guide_to_modern_portfolio_optimization

definitive_guide_to_pairs_trading

interview_april

Interview question for the jr Data Science / Machine Learning Engineer.

mlfinlab-quickstart

Python

hudsonthames-sphinx-theme

Sphinx theme for Hudson and Thames documentation

CSS

oct_applications_21

Applications to the apprenticeship program, October 2021.

hudson-and-thames/a-practitioners-guide-to-the-ONC-algorithm

hudson-and-thames

Reviews

Repository Details

More Repositories