IliaOzhmegov / TradingNeuralNetworkLinks
A network tries to predict movements in stock prices based on a picture of a time series stock price.
☆40Updated 4 years ago
Alternatives and similar repositories for TradingNeuralNetwork
Users that are interested in TradingNeuralNetwork are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- ☆75Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆69Updated last year
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- Deep Q-Learning Applied to Algorithmic Trading☆28Updated 2 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆67Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆87Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆81Updated last year
- ☆42Updated 2 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆84Updated 2 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆67Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆47Updated 3 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆49Updated 5 years ago
- Different quantitative trading models research☆53Updated 8 months ago
- Deep Reinforcement Learning Framework for Factor Investing☆28Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆168Updated 5 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆61Updated 3 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years ago
- ☆41Updated 4 years ago
- kennedyCzar / STOCK-RETURN-PREDICTION-USING-KNN-SVM-GUASSIAN-PROCESS-ADABOOST-TREE-REGRESSION-AND-QDAForecast stock prices using machine learning approach. A time series analysis. Employ the Use of Predictive Modeling in Machine Learning …☆133Updated 2 years ago
- ☆29Updated 2 years ago
- Collection of indicators that I used in my strategies.☆58Updated 4 months ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 7 months ago