AdroitAnandAI / Algo-Trading-Math-ModelsLinks
Math Techniques viz. ARIMA, Frequency Decomposition, Fourier Filtering, Linear Regression & Bi-directional LSTMs on Feature Engineered Stock Market Data.
☆23Updated 5 years ago
Alternatives and similar repositories for Algo-Trading-Math-Models
Users that are interested in Algo-Trading-Math-Models are comparing it to the libraries listed below
Sorting:
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆53Updated 5 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 7 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- LSTM stock prediction and backtesting☆14Updated 5 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆23Updated 5 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆61Updated 4 years ago
- ☆32Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 7 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- ☆23Updated 6 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 7 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Updated 6 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆36Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- experiments with crypto trading☆17Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Updated 7 years ago
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆61Updated 5 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆57Updated 5 years ago
- Deep Learning - Neural network (RNN, LSTM & GRU)☆65Updated 7 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆80Updated 2 years ago
- ☆15Updated 4 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆19Updated 8 years ago