Gofinge / Analysis-of-Stock-High-Frequent-Data-with-LSTMLinks
A simply framework of researching stock data through LSTM by Tensorflow
☆17Updated 6 years ago
Alternatives and similar repositories for Analysis-of-Stock-High-Frequent-Data-with-LSTM
Users that are interested in Analysis-of-Stock-High-Frequent-Data-with-LSTM are comparing it to the libraries listed below
Sorting:
- Trend Prediction for High Frequency Trading☆42Updated 2 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
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Updated 7 years ago
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆14Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆44Updated 6 months ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- High Frequency Trading Strategies☆49Updated 7 years ago
- 实行gamma scalping策略时的期权组合选择工具☆16Updated 6 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Updated 2 years ago
- Time-Series Momentum Strategies☆12Updated 7 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆13Updated 7 years ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 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…☆19Updated 6 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Gamma Scalping Trading Strategies☆19Updated 9 years ago
- High Frequency Trading☆109Updated 7 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago