FutureSharks / financial-data
Intraday 1 minute pricing data for S&P 500, NIKKEI 225, DAX 30 and more 📈 💶
☆102Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for financial-data
- Limit Order Book data analysis and modeling using LSTM network☆126Updated 5 years ago
- Deep Q-Learning for Market Making☆118Updated 6 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated last year
- ☆186Updated last year
- ☆44Updated 9 years ago
- An event-driven backtester☆93Updated 4 years ago
- Deep Learning Statistical Arbitrage☆201Updated 2 years ago
- An Structural Application of Reinforcement Learning in Pair Trading☆7Updated last year
- Pair Trading Strategy using Machine Learning written in Python☆112Updated 2 years ago
- ☆135Updated last year
- Probability of Backtest Overfitting in Python☆116Updated last year
- To classify trades into buyer- and seller-initiated.☆128Updated last year
- QSTrader☆127Updated 5 years ago
- Source code for my personal blog☆183Updated this week
- ☆109Updated 8 months ago
- backtrader with DRL ( Deep Reinforcement Learning)☆63Updated last year
- trend / momentum and other patterns in financial timeseries☆242Updated 3 years ago
- Reinforcement Learning for Automated Trading☆85Updated 7 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆232Updated last year
- Async integration between backtrader and Interactive brokers.☆68Updated last year
- ☆207Updated 7 years ago
- Atreyu's integration of IB Native API with backtrader☆95Updated 2 years ago
- Master repository for the pandas-ml modules☆160Updated last year
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆104Updated 5 years ago
- Deep learning modelling of orderbooks☆92Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆119Updated 5 years ago
- Deep Reinforcement Learning For Trading☆105Updated 9 months ago
- Machine learning end-to-end research and trade execution☆92Updated 4 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆155Updated 2 years ago