JurgenPalsma / swarmexLinks
Optimising a FOREX trading strategy with nature inspired algorithms
☆11Updated 6 years ago
Alternatives and similar repositories for swarmex
Users that are interested in swarmex are comparing it to the libraries listed below
Sorting:
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Updated 6 years ago
- ☆12Updated 3 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Updated 4 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Updated 6 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- ☆11Updated 7 years ago
- ☆10Updated 8 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 3 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Updated 7 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- Collections of snippets for trading I find interesting☆26Updated 5 months ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Updated 3 years ago
- Stock database schema based on pony.orm with an update, sync, and create features.☆17Updated 5 months ago
- Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios☆22Updated 11 years ago
- Deep learning in large multivariate time series using real-time feature extraction with MDFA☆12Updated 7 years ago
- ☆19Updated 4 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆14Updated 5 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆12Updated 4 years ago
- In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM…☆10Updated 2 years ago
- Simple Trading strategy based on estimating trend reversal unsing genetic programming and directional changes☆11Updated 4 years ago
- ☆11Updated 6 years ago
- Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB☆36Updated 4 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆38Updated 2 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- quant++: A C++ quantitative trading framework.☆23Updated 13 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 9 months ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago