DidrikF / automated-trading-systemLinks
This repository contains an automated trading system using machine learning for stock return prediction, position sizing and generating exit rules. This project partly makes up my master's thesis.
☆14Updated 5 years ago
Alternatives and similar repositories for automated-trading-system
Users that are interested in automated-trading-system are comparing it to the libraries listed below
Sorting:
- LSTM stock prediction and backtesting☆14Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- ☆24Updated 6 years ago
- Trend Prediction for High Frequency Trading☆41Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆64Updated 2 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆16Updated last year
- Backtested trading strategy based on modelling stock returns based on Auto Regressive Integrated Moving Average model☆1Updated 4 years ago
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 3 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 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
- 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
- ☆12Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆17Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Momentum and position based trading strategy analysis☆11Updated 8 years ago
- ☆18Updated 8 years ago
- ☆22Updated 5 years ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Updated 5 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago