EA31337 / Strategy-ElliottWave
Strategy based on the Elliot Wave indicator.
☆22Updated 6 months ago
Alternatives and similar repositories for Strategy-ElliottWave:
Users that are interested in Strategy-ElliottWave are comparing it to the libraries listed below
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- 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
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆38Updated 6 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Collections of snippets for trading I find interesting☆26Updated 2 months ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Quantopian Pairs Trading algorithm implementation.☆58Updated 7 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆34Updated 2 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 4 years ago
- Python Code for Option Analysis☆44Updated 6 years ago
- ☆48Updated 8 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆24Updated 11 months ago
- ☆22Updated 5 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆20Updated 6 years ago
- tools for finding/selecting options using the e*trade developer API☆42Updated last year
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 3 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆16Updated 3 years ago
- Mean Reversion Trading Strategy☆23Updated 3 years ago
- Derive order flow from Tick and Trade data.☆30Updated 3 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year