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 6 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:
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- LSTM stock prediction and backtesting☆14Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 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
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 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
- ☆25Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 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 5 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- Option Strategy for Futures☆16Updated 5 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Updated 4 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 3 years ago
- My first high-frequency trading strategy using machine learning☆18Updated 3 years ago
- Use machine learning to trade bitcoin.☆10Updated 4 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆14Updated 6 years ago
- ☆24Updated 5 years ago
- ☆19Updated 5 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 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 project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆18Updated 7 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆11Updated 9 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Updated 7 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago