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:
- LSTM stock prediction and backtesting☆14Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆48Updated 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…☆14Updated 4 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 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
- ☆25Updated 6 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆13Updated 3 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 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
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 11 months ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆37Updated 6 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Updated 7 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 6 years ago
- ☆19Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Updated 2 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 6 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- Conversion of the time series values to 2-D stock bar chart images and prediction using CNN (using Keras-Tensorflow)☆42Updated 2 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago