MislavSag / trademlView external linksLinks
The goal of the project is to build algorithmic trading system.
☆27Nov 6, 2020Updated 5 years ago
Alternatives and similar repositories for trademl
Users that are interested in trademl are comparing it to the libraries listed below
Sorting:
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 5 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Implementation of AFML Book☆22Jul 27, 2019Updated 6 years ago
- ☆16Feb 7, 2021Updated 5 years ago
- Event-driven Algorithmic Trading For Python☆26Apr 7, 2019Updated 6 years ago
- This is a repository for enabling collaborative and proper practices for financial machine learning.☆28Updated this week
- ☆12Sep 11, 2023Updated 2 years ago
- Advancing in Financial Machine Learning☆16Feb 27, 2020Updated 5 years ago
- ☆24Apr 23, 2020Updated 5 years ago
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 3 years ago
- Machine Learning for Asset Managers☆17Sep 28, 2020Updated 5 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Oct 19, 2020Updated 5 years ago
- A Library for Algorithmic Trading with Alpaca in Python☆22Jun 21, 2024Updated last year
- Pyquant - Python modules and notebooks for stock market predictive analytics, machine learning, financial transformations and joins, plot…☆40Mar 8, 2023Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Mar 10, 2023Updated 2 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 5 years ago
- ☆11Mar 25, 2023Updated 2 years ago
- ☆15Dec 16, 2022Updated 3 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Apr 8, 2020Updated 5 years ago
- ☆11Oct 6, 2020Updated 5 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
- Python Program to predict Intra-day stocks☆12Oct 30, 2018Updated 7 years ago
- 🔮 Predicting NBA games using statistics (65% accuracy so far)☆10Mar 7, 2021Updated 4 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…☆11Jan 26, 2021Updated 5 years ago
- ☆13Mar 31, 2019Updated 6 years ago
- Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations☆10Apr 18, 2022Updated 3 years ago
- Based on paper Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning☆12Dec 24, 2022Updated 3 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Jan 9, 2025Updated last year
- a Python tool for downloading sharadar data from Quandl.☆10Dec 8, 2022Updated 3 years ago
- KDD 2024 AQA competition 2nd place solution☆12Jul 21, 2024Updated last year
- Stock Market predictions are one of the most difficult problems to solve, and during the looming days of recession it’s extremely difficu…☆15Sep 2, 2020Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- This repository is an advanced version of the MBATS infrastructure that you can use to provision Google Cloud and CloudFlare services so …☆28May 8, 2021Updated 4 years ago
- AI based alpha research for trading☆50Jun 22, 2022Updated 3 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Dec 11, 2019Updated 6 years ago
- ☆13Dec 29, 2018Updated 7 years ago
- Cleaned data for use in stock predicting algorithms☆12Aug 6, 2017Updated 8 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago