JurgenPalsma / dcgeneratorLinks
Python package for generating Directional Changes - a technical analysis indicator - from time series.
☆20Updated 7 years ago
Alternatives and similar repositories for dcgenerator
Users that are interested in dcgenerator are comparing it to the libraries listed below
Sorting:
- ☆19Updated 5 years ago
- Collections of snippets for trading I find interesting☆27Updated 7 months ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 11 months ago
- finance☆43Updated 8 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 4 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 8 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- ☆23Updated 5 years ago
- ☆26Updated last year
- ☆42Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆35Updated 2 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆49Updated 2 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Updated 3 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- ☆35Updated 7 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- ☆12Updated last year
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆24Updated 5 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Fractal Adaptive Moving Average☆26Updated 4 years ago
- detecting regime of financial market☆40Updated 2 years ago
- ☆15Updated 3 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 6 years ago
- ☆41Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago