Jcruzsalaverri / Autonomous_trading_system_master_final
An autonomous cryptocurrency trading system. The system will be composed of a primary model evaluated by a secondary machine learning model that is trained to use said exogenous primary model. The primary model will work with market data, while the secondary model will use a set of various features such as social network data or financial news.
☆12Updated 2 years ago
Alternatives and similar repositories for Autonomous_trading_system_master_final:
Users that are interested in Autonomous_trading_system_master_final are comparing it to the libraries listed below
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆61Updated 4 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing☆31Updated this week
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆28Updated last year
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated last year
- A financial trading method using machine learning.☆59Updated last year
- Time Series Prediction of Volume in LOB☆55Updated 9 months ago
- Python for Quant Finance -- The New Benchmark☆23Updated 2 years ago
- Different quantitative trading models research☆53Updated last month
- Real-time & historical data API for US stocks and options☆59Updated 6 months ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆56Updated 5 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- Stock and Forex market prediction using ML and time-series modelling☆36Updated 6 years ago
- ☆57Updated last year
- 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
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 3 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 6 years ago
- Implementation of algorithmic trading using reinforcement learning.☆26Updated 4 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 4 years ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated 2 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆120Updated 3 years ago
- ☆20Updated 2 years ago
- public version of MLFINLAB from Hudson-Thames☆21Updated 3 years ago
- ☆29Updated last week
- By means of stochastic volatility models☆42Updated 4 years ago
- Strategy based on the Elliot Wave indicator.☆21Updated 4 months ago
- ☆34Updated last year
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Updated last year