Канал: Hudson & Thames

Conditional Portfolio Optimization

Conditional Portfolio Optimization

Deep Reinforcement Learning for Trading

Deep Reinforcement Learning for Trading

Scientific Discovery in Quantitative Finance

Scientific Discovery in Quantitative Finance

FinGPT: Open-Source Financial Large Language Models

FinGPT: Open-Source Financial Large Language Models

Git, Branching, and Pull Requests

Git, Branching, and Pull Requests

PortfolioLab Demo Video

PortfolioLab Demo Video

ArbitrageLab for Pairs Trading, Demo Video

ArbitrageLab for Pairs Trading, Demo Video

MlFinLab Demo Video

MlFinLab Demo Video

Model Interpretability using the Model Fingerprint

Model Interpretability using the Model Fingerprint

OU Model Tear Sheet Example

OU Model Tear Sheet Example

Cointegration Tear Sheet Example

Cointegration Tear Sheet Example

Feature Importance Workshop

Feature Importance Workshop

Modelling: Label Concurrency and Cross Validation

Modelling: Label Concurrency and Cross Validation

Modelling: Sample Weights

Modelling: Sample Weights

Bagging and Boosting in Financial Machine Learning

Bagging and Boosting in Financial Machine Learning

11 Stylized Facts of Financial Time Series

11 Stylized Facts of Financial Time Series

Tails of Time Series

Tails of Time Series

Labelling Techniques in Trading: Filters and Fixed Time

Labelling Techniques in Trading: Filters and Fixed Time

Matrix Flag Labeling

Matrix Flag Labeling

Trend-Scanning Labels

Trend-Scanning Labels

Labelling Techniques in Trading: Triple-Barrier and Meta-Labelling

Labelling Techniques in Trading: Triple-Barrier and Meta-Labelling

Tail-Set Labels

Tail-Set Labels

Portfolio Optimization Workshop

Portfolio Optimization Workshop

Trailer: Portfolio Optimization Workshop

Trailer: Portfolio Optimization Workshop

Hierarchical Equal Risk Contribution (HERC)

Hierarchical Equal Risk Contribution (HERC)

Hierarchical Risk Parity (HRP)

Hierarchical Risk Parity (HRP)

Nested Clustered Optimization (NCO)

Nested Clustered Optimization (NCO)

Theory-Implied Correlation Matrix (TIC)

Theory-Implied Correlation Matrix (TIC)

Wrapping up MVO and learning about Denoising, Detoning, and Shrinkage methods.

Wrapping up MVO and learning about Denoising, Detoning, and Shrinkage methods.

Portfolio Optimization: Mean-Variance Optimization and the Critical Line Algorithm.

Portfolio Optimization: Mean-Variance Optimization and the Critical Line Algorithm.

L&L Ep.3: High Performance Python - Iterators and Generators

L&L Ep.3: High Performance Python - Iterators and Generators

Financial Data Structures Workshop

Financial Data Structures Workshop

Summary of Financial Data Structures

Summary of Financial Data Structures

Financial Data Structures: Information Driven Bars (Run and Imbalance)

Financial Data Structures: Information Driven Bars (Run and Imbalance)

Financial Data Structures in Financial Machine Learning: Futures Roll

Financial Data Structures in Financial Machine Learning: Futures Roll

Financial Data Structures: Tick, Volume, and Dollar Bars

Financial Data Structures: Tick, Volume, and Dollar Bars

Hosting Your Quant Reading Group

Hosting Your Quant Reading Group

Clustered Feature Importance Algorithms in Financial Machine Learning: Part 2

Clustered Feature Importance Algorithms in Financial Machine Learning: Part 2

Recommended Quantitative Research Tools

Recommended Quantitative Research Tools

Feature Importance Algorithms in Financial Machine Learning: Part 1

Feature Importance Algorithms in Financial Machine Learning: Part 1

Quantitative Research: Writing and Publishing Tips

Quantitative Research: Writing and Publishing Tips

Quantitative Research Process - Best Practices

Quantitative Research Process - Best Practices

L&L Ep.2: High Performance Python - Lists and Tuples

L&L Ep.2: High Performance Python - Lists and Tuples

L&L Ep.1: High Performance Python - Profiling to Find Bottlenecks

L&L Ep.1: High Performance Python - Profiling to Find Bottlenecks

Cross-Validation in Finance and Backtesting

Cross-Validation in Finance and Backtesting

Shapley Values: The Solution to Machine Learning Enigma

Shapley Values: The Solution to Machine Learning Enigma

Introduction to Filters

Introduction to Filters

Sequential Bootstrap: an Introduction

Sequential Bootstrap: an Introduction

Advanced Pairs Trading: Pairs Trading Based on Renko and Kagi Models

Advanced Pairs Trading: Pairs Trading Based on Renko and Kagi Models

An Overview of Labeling Techniques

An Overview of Labeling Techniques

Advanced Pairs Trading: Pairs Trading with Markov Regime-Switching Model

Advanced Pairs Trading: Pairs Trading with Markov Regime-Switching Model

An Overview of Financial Data Structures

An Overview of Financial Data Structures

Advanced Pairs Trading: Optimal Trading Thresholds for the O-U Process

Advanced Pairs Trading: Optimal Trading Thresholds for the O-U Process

Advanced Pairs Trading: Kalman Filters

Advanced Pairs Trading: Kalman Filters

Advanced Pairs Trading: Extended Stochastic Control Strategies

Advanced Pairs Trading: Extended Stochastic Control Strategies

Advanced Pairs Trading: Hedge Ratio Estimation Methods

Advanced Pairs Trading: Hedge Ratio Estimation Methods

Advanced Pairs Trading: Stochastic Control with OU Processes

Advanced Pairs Trading: Stochastic Control with OU Processes

Optimal Trading Rules Detection with Triple Barrier Labeling

Optimal Trading Rules Detection with Triple Barrier Labeling

Advanced Pairs Trading: The Pearson Distance Approach

Advanced Pairs Trading: The Pearson Distance Approach

Advanced Pairs Trading: Partner Selection With Copula

Advanced Pairs Trading: Partner Selection With Copula

Advanced Pairs Trading: The Basic Distance Approach

Advanced Pairs Trading: The Basic Distance Approach

An Overview of Pairs Trading Strategies

An Overview of Pairs Trading Strategies

Meta-Labeling: Solving for Non Stationarity and Position Sizing

Meta-Labeling: Solving for Non Stationarity and Position Sizing

Online Portfolio Selection: Pattern Matching

Online Portfolio Selection: Pattern Matching

Complex Networks in Finance and Building Portfolios for Covid-19 Robustness

Complex Networks in Finance and Building Portfolios for Covid-19 Robustness

Synthetic Financial Data Generation with MlFinLab

Synthetic Financial Data Generation with MlFinLab

Measures of Codependence

Measures of Codependence

Advanced Pairs Trading: A Literature Review on Machine Learning to Model Spreads

Advanced Pairs Trading: A Literature Review on Machine Learning to Model Spreads

Advanced Pairs Trading: Sparse Mean Reversion Portfolio Selection

Advanced Pairs Trading: Sparse Mean Reversion Portfolio Selection

Advanced Pairs Trading: Variations on the Copula Based Mispricing Index Strategy.

Advanced Pairs Trading: Variations on the Copula Based Mispricing Index Strategy.

Advanced Pairs Trading: Vine Copula Trading Strategy

Advanced Pairs Trading: Vine Copula Trading Strategy

Advanced Pairs Trading: The Principal Component Analysis (PCA) Approach

Advanced Pairs Trading: The Principal Component Analysis (PCA) Approach

Advanced Pairs Trading: Machine Learning for Pairs Selection

Advanced Pairs Trading: Machine Learning for Pairs Selection

Advanced Pairs Trading: Intro to the Copula Approach

Advanced Pairs Trading: Intro to the Copula Approach

Pairs Trading: The Cointegration Approach and Minimum Profit Optimization

Pairs Trading: The Cointegration Approach and Minimum Profit Optimization

Advanced Pairs Trading: Optimal Trading Rules

Advanced Pairs Trading: Optimal Trading Rules

Pairs Trading: The Distance Approach

Pairs Trading: The Distance Approach

Apprenticeship Program

Apprenticeship Program