alpha-factors

There are 0 repository under alpha-factors topic.

• purvasingh96 / AI-for-Trading

  📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com

  ai-for-tradingmomentum-trading-strategyvolatilitypairs-tradingportfolio-optimizationrisk-factor-modelsalpha-factorsfactor-modelsudacitytradingnanodegreebacktestingnlp-taskscosine-similarity
  Language:Jupyter Notebook 339

• sanjeevai / multi-factor-model

  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.

  factor-modelalphamomentum-factorsharpe-ratioalpha-factorsfactor-returnsrisk-modelreversionportfolio
  Language:Jupyter Notebook 122

• StockGram / Intelligent-Quantitative-Trading

  Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio management and optimization.

  alpha-factorsbacktesting-trading-strategiesportfolio-managementquantitative-tradingtradingtrading-strategies
  Language:Jupyter Notebook 40

• nshen7 / alpha-gfn

  A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemented in Python&PyTorch.

  alpha-factorsdeep-reinforcement-learningquantitative-financequantitative-tradingreinforcement-learninggflownetmachine-learningpythonpytorch
  Language:Jupyter Notebook 25

• luizcartolano2 / udacity-ai-for-trading

  Rep tho share codes and projects from the Artificial Intelligence for Trading Algorithms course @Udacity.

  python3artificial-intelligencemachine-learningneural-networkalpha-factorstrading-algorithms
  Language:HTML 13

• purvasingh96 / StockGram-Intelligent-Portfolio-Manager

  📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)

  sharpe-ratioalpha-factorsfactor-returnsturnover-analysisnlp-analysiscosine-similarityalphalensfactor-rank-autocorrelationportfoliofactor-data
  Language:Jupyter Notebook 11

• StockGram / Intelligent-Portfolio-Manager

  📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)

  sharpe-ratioalpha-factorsfactor-returnsturnover-analysisnlp-analysiscosine-similarityalphalensfactor-rank-autocorrelationportfolofactor-data
  Language:Jupyter Notebook 7

• zelosleone / GAS-Price-Levels

  Advanced GAS Price Level Indicator combines machine learning-inspired alpha factors with traditional technical analysis, providing adaptive, correlation-weighted signals for high-probability trading opportunities.

  algoritmic-tradingalpha-factorscommoditiescommodity-tradingmachine-learningpinescriptquantitative-financequantitative-tradingtechnical-analysistrading-indicatorsatrbollinger-bandsccifinancial-indicatorskamamacdmarket-analysisrsivolatility-analysis
  3

• RodneyFinkel / PCA

  Construction of PCA class from scratch and 3 implementations of PCA.

  alpha-factorscovariance-matrixeigenspace
  Language:Python 2