MislavSag / trademl
The goal of the project is to build algorithmic trading system.
☆26Updated 4 years ago
Alternatives and similar repositories for trademl:
Users that are interested in trademl are comparing it to the libraries listed below
- A financial trading method using machine learning.☆58Updated last year
- Advancing in Financial Machine Learning☆16Updated 4 years ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆19Updated last month
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆78Updated last year
- ☆21Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated last year
- ☆47Updated 3 years ago
- ☆13Updated last year
- Package to build risk model for factor pricing model☆24Updated 6 months ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- ☆35Updated 7 years ago
- Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars☆17Updated 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 9 months ago
- Collection of indicators that I used in my strategies.☆51Updated last year
- ☆15Updated last year
- ☆21Updated 5 years ago
- ☆20Updated 5 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆10Updated 4 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 4 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 6 years ago
- Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street☆13Updated last year
- Backtest result archive for Momentum Trading Strategies☆49Updated 5 years ago
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- ☆17Updated 4 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 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