ThomasWong2022/numerai-benchmark
Python Code used in publications, for archival purposes only
This project provides Python code for financial modeling, specifically for applying dynamic feature engineering and model selection methods to temporal tabular datasets with regime changes. It takes raw financial data and outputs trained models and their performance metrics, allowing quantitative traders and researchers to analyze and predict financial market behavior.
No commits in the last 6 months.
Use this if you are a quantitative researcher or trader looking for methods to analyze and predict financial time-series data, especially those with market regime shifts.
Not ideal if you need an actively maintained tool with the latest updates, as development has moved to a new project called THOR.
Stars
20
Forks
11
Language
Jupyter Notebook
License
Apache-2.0
Category
Last pushed
Apr 28, 2023
Commits (30d)
0
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