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:
- ☆12Updated 2 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Updated 6 years ago
- A model for forecasting stock volatility☆22Updated 8 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
- ☆11Updated 7 years ago
- ☆19Updated 4 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆21Updated 6 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆28Updated 5 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
- ☆11Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- Stock database schema based on pony.orm with an update, sync, and create features.☆17Updated 4 months ago
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- ☆26Updated 10 months ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 2 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 9 months ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate …☆26Updated 7 years ago
- Web app for pandas-ta indicators☆18Updated last year
- ☆19Updated 5 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Testing trading signals of commodity futures☆16Updated 5 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
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆14Updated 3 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 9 months ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago