BearsOnMars / Algorithmic_Trading
This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Learning (Regression, Classification) and Statistical (Mean-Reversion, Moving Averages, Momentum) trading strategies
☆9Updated 3 years ago
Alternatives and similar repositories for Algorithmic_Trading
Users that are interested in Algorithmic_Trading are comparing it to the libraries listed below
Sorting:
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆22Updated 3 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆16Updated 2 years ago
- A Quantitative Finance Engineering Project☆12Updated 2 years ago
- ☆19Updated 4 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆12Updated 2 years ago
- ☆12Updated last year
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Updated 5 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆17Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Updated 6 years ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Updated 5 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆18Updated last year
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆10Updated 9 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- Time-Series Momentum Strategies☆12Updated 6 years ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Updated 3 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆15Updated last year