AdroitAnandAI / Algo-Trading-Math-ModelsLinks
Math Techniques viz. ARIMA, Frequency Decomposition, Fourier Filtering, Linear Regression & Bi-directional LSTMs on Feature Engineered Stock Market Data.
☆22Updated 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:
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 6 years ago
- Compilation of technical analysis tools (EMA, Bollinger bands), fundamental analysis, machine learning models (LSTM, Random forest, ARIMA…☆13Updated 3 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- LSTM stock prediction and backtesting☆14Updated 5 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- ☆22Updated 5 years ago
- experiments with crypto trading☆16Updated 11 months ago
- Developing a trend following model using futures☆33Updated last year
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆18Updated 4 years ago
- ☆27Updated 2 years ago
- ☆12Updated last year
- ☆35Updated 7 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…☆60Updated 3 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 9 months ago
- ☆20Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 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 repository contains an automated trading system using machine learning for stock return prediction, position sizing and generating e…☆14Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆62Updated 5 years ago
- This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆18Updated 6 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆11Updated 9 years ago
- Stock Price prediction using news data. The datasets used consists news and stock price data from 2008 to 2016. The polarity(Subjectivity…☆48Updated 7 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 3 years ago
- Contains all the Jupyter Notebooks used in our research☆9Updated 6 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago