DavidCico / Forecasting-direction-of-trade-an-example-with-LSTM-neural-networkLinks
In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Network is used as an example of potential solution for such problem.
☆20Updated 4 years ago
Alternatives and similar repositories for Forecasting-direction-of-trade-an-example-with-LSTM-neural-network
Users that are interested in Forecasting-direction-of-trade-an-example-with-LSTM-neural-network are comparing it to the libraries listed below
Sorting:
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆89Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- ☆24Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆37Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 2 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- Mean Reversion Trading Strategy☆27Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆124Updated 5 years ago
- three stochastic volatility model: Heston, SABR, SVI☆90Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- quantitative asset allocation strategy☆32Updated 7 months ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- ☆42Updated 2 years ago
- CS7641 Team project☆97Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆28Updated 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…☆15Updated 4 years ago
- detecting regime of financial market☆40Updated 2 years ago
- Collection of indicators that I used in my strategies.☆58Updated 5 months ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago