Jcruzsalaverri / Autonomous_trading_system_master_finalLinks
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 3 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
Sorting:
- This project is part of my internship at ULiege on Deep RL in stock market trading☆45Updated 2 years ago
- Different quantitative trading models research☆55Updated last year
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆30Updated last year
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆133Updated 4 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆37Updated 4 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆136Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- A python library for testing and optimizing trading strategies.☆53Updated last year
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆81Updated last year
- Utilities for automation of Trading System Synthesis and Boosting (TSSB)☆28Updated 12 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- public version of MLFINLAB from Hudson-Thames☆25Updated 3 years ago
- Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable☆57Updated 6 years ago
- ☆77Updated last year
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Updated 2 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆24Updated 3 years ago
- Python for Quant Finance -- The New Benchmark☆25Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- High frequency trading algorithm for Bitmex☆22Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- Some notebooks with powerful trading strategies.☆97Updated 4 years ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆88Updated 2 years ago
- The Official Repository of Mastering Financial Pattern Recognition☆156Updated 2 years ago
- Implementation of algorithmic trading using reinforcement learning.☆30Updated 5 years ago
- ☆65Updated 11 months ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- algorithmic trading using machine learning☆154Updated 2 months ago
- Quantitative Algorithmic Trading Arbitrage Bot for High Frequency Trading (HFT). Martha_Stewart executes trades at the best price by capi…☆57Updated 3 years ago
- ☆53Updated 3 years ago