Kacper-Pietkun / Stock-Trading-With-Neat-AlgorithmLinks
Stock trading based on MACD indicator, using NEAT and naive algorithm
☆32Updated 4 years ago
Alternatives and similar repositories for Stock-Trading-With-Neat-Algorithm
Users that are interested in Stock-Trading-With-Neat-Algorithm are comparing it to the libraries listed below
Sorting:
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆72Updated last year
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆13Updated last year
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆37Updated 5 years ago
- An implementation of a stock market trading bot, which uses Deep Q Learning☆24Updated 3 years ago
- Automated FOREX trading using recurrent reinforcement learning☆35Updated 3 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆65Updated 6 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆67Updated 2 years ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 5 years ago
- Deep q learning on determining buy/sell signal and placing orders☆51Updated 6 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Updated 4 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆16Updated 6 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 7 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- ☆20Updated 9 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- ☆19Updated 5 years ago
- Code to support my Master's thesis☆22Updated 2 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆37Updated 4 years ago
- Collection of indicators that I used in my strategies.☆60Updated 10 months ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆89Updated 4 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 8 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 5 years ago
- Forex Trading Automation with PPO, ACKTR, DDPG, TD3 and Ensemble Strategy☆42Updated 2 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Updated 5 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆39Updated 5 years ago