KenChiang1997 / ETFs-Sector-Rotation-Strategy
Seeking Alpha, Machine Learning, ETFs Strategy
☆15Updated 2 years ago
Alternatives and similar repositories for ETFs-Sector-Rotation-Strategy
Users that are interested in ETFs-Sector-Rotation-Strategy are comparing it to the libraries listed below
Sorting:
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Application of Machine Learning Algorithms to Intraday Stock Trading Based on Demand Zones☆15Updated 6 years ago
- Testing trading signals of commodity futures☆16Updated 5 years ago
- ☆18Updated 8 years ago
- 📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)☆12Updated 4 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- ☆19Updated 5 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- Using Python and Tushare financial database☆28Updated last year
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- 量化FOF框架☆13Updated 6 years ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Updated 3 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆63Updated last year
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆12Updated last year
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- Design your own Trading Strategy☆37Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 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…☆13Updated 3 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆11Updated 3 years ago
- ☆40Updated 4 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago