DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS
☆35Oct 13, 2022Updated 3 years ago
Alternatives and similar repositories for KalmanBOT_ICASSP23
Users that are interested in KalmanBOT_ICASSP23 are comparing it to the libraries listed below
Sorting:
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- ☆16Feb 7, 2021Updated 5 years ago
- ☆13May 27, 2023Updated 2 years ago
- Multivariate time-series forecasting on stock market data using a transformer neural network☆12Jan 10, 2023Updated 3 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆10Nov 30, 2022Updated 3 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 2 years ago
- The Interactive Frontend Built for Aioquant.☆13May 11, 2022Updated 3 years ago
- A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics☆14Jul 1, 2022Updated 3 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 3 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 2 years ago
- Factor Expression + Historical Data = Factor Values☆30Jan 23, 2024Updated 2 years ago
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 3 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Jan 9, 2025Updated last year
- Asynchronous driven quantitative trading framework.☆15May 14, 2023Updated 2 years ago
- ☆21Jun 28, 2022Updated 3 years ago
- ☆17Feb 1, 2026Updated last month
- experiments with pair trading☆335Dec 10, 2024Updated last year
- ☆22Aug 10, 2022Updated 3 years ago
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆32Nov 18, 2022Updated 3 years ago
- To classify trades into buyer- and seller-initiated.☆155Dec 14, 2022Updated 3 years ago
- This repository reproduces the results in the paper "How expressive are transformers in spectral domain for graphs?"(published in TMLR)☆12Jul 10, 2022Updated 3 years ago
- Financial research data services for academics.☆98Sep 4, 2025Updated 5 months ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆127Apr 26, 2020Updated 5 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆39Sep 19, 2023Updated 2 years ago
- Motiflets☆48Dec 22, 2025Updated 2 months ago
- Find trading pairs with Machine Learning☆41May 26, 2021Updated 4 years ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆25Jul 8, 2023Updated 2 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Mar 11, 2021Updated 4 years ago
- ☆47Nov 16, 2021Updated 4 years ago
- Spectral Graph Attention Network with Fast Eigen-approximation☆12Dec 24, 2021Updated 4 years ago
- Testing and implementation of ML algorithms for the analysis of cryptocurrency trends.☆11Feb 20, 2024Updated 2 years ago
- ☆11Sep 5, 2024Updated last year
- ☆11Oct 6, 2020Updated 5 years ago
- Deep learning approach for market price prediction, in JAX☆58May 20, 2024Updated last year
- On the Robustness of Graph Neural Diffusion to Topology Perturbations☆16Nov 4, 2022Updated 3 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆27Aug 5, 2022Updated 3 years ago