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.
☆14Jun 15, 2019Updated 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:
- This code is a version of implement of the essay named Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitati…☆12Mar 15, 2024Updated last year
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Web app - FX Trading Simulation and Historic Data Visualisation☆10Jun 29, 2016Updated 9 years ago
- Order Book Analytics Database☆12Mar 31, 2020Updated 5 years ago
- awesome reinforcement learning for trading domain☆12Nov 5, 2020Updated 5 years ago
- Stock analysis and prediction - fundamental, quantitative, technical analysis and machine learning.☆13May 1, 2023Updated 2 years ago
- LSTM stock prediction and backtesting☆14Jan 11, 2020Updated 6 years ago
- This project is to practice applying Long Short-Term Memory network in deep learning to predict time series financial data. I selected Am…☆15Jan 3, 2018Updated 8 years ago
- Visualising stock price predictions for several Machine Learning models using DASH, Python☆16Jul 28, 2022Updated 3 years ago
- Predicting stock market prices using RNN with LSTM☆12Oct 28, 2019Updated 6 years ago
- Catalogue to browse FCF Real-Estate Monaco properties for sale & renting (2016)☆20Feb 20, 2020Updated 6 years ago
- It is a live KLSE index and components tracking dashboard!☆15Nov 29, 2018Updated 7 years ago
- Freqtrade Strategies☆21Aug 7, 2021Updated 4 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆17May 21, 2013Updated 12 years ago
- Futures trading database/backtester/analysis☆20Dec 31, 2018Updated 7 years ago
- Repo for the Tick Based Trend Following strategies written for the QuantConnect platform☆23Jan 7, 2020Updated 6 years ago
- Android ridesharing app powered by PubNub☆20May 20, 2019Updated 6 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆24Aug 10, 2022Updated 3 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Jun 25, 2018Updated 7 years ago
- Quick experimentation of Bollinger Bands trading strategy over Bitstamp BTCUSD using Pandas and Matplotlib 🐍☆21Jul 14, 2018Updated 7 years ago
- Event-driven Algorithmic Trading For Python☆26Apr 7, 2019Updated 6 years ago
- A detailed study of four machine learning Techniques(Random-Forest, Linear Regression, Neural-Networks, Technical Indicators(Ex: RSI)) ha…☆25Mar 29, 2024Updated last year
- 3rd Year University Undergraduate dissertation project, supervised by https://www.nottingham.ac.uk/computerscience/people/thomas.gaertner…☆23Jun 22, 2018Updated 7 years ago
- [Testing on dummy ac] Using Oanda API for current forex data and order creation. Fetched data used for machine learning model training (S…☆27Nov 12, 2018Updated 7 years ago
- Predicting bullish or bearish sentiment of stocks (Apple, Google, Amazon) using analysis of Stocktwits tweets.☆36Dec 19, 2020Updated 5 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Jul 12, 2018Updated 7 years ago
- 多策略回測比較☆35Dec 8, 2022Updated 3 years ago
- Trading algorithm for Bitcoins in USD on quantconnect.com☆13Jan 12, 2018Updated 8 years ago
- MATLAB code for pricing financial derivatives. Uses finite-difference methods to solve a modified version of the Black Scholes equation. …☆12Jun 11, 2018Updated 7 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆34Dec 27, 2022Updated 3 years ago
- A trade bot for cryptocurrencies powered by machine learning☆35Apr 9, 2019Updated 6 years ago
- Portfolio optimization and index tracking for the FTSE index using genetic algorithm☆12Jan 13, 2018Updated 8 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- Code for master thesis project, GANs for Monte Carlo simulation of SDE paths. Also used for paper on arXiv.☆10Mar 7, 2023Updated 3 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- Financial Machine Learning with R☆15Jan 26, 2020Updated 6 years ago
- The materials for the course 'Data Analysis in Economics and Finance', 2020/2021, NRU HSE.☆10Nov 25, 2021Updated 4 years ago
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆10Sep 30, 2021Updated 4 years ago
- ☆11Dec 10, 2015Updated 10 years ago