MrGG14 / QuantTraderDLLinks
QuantTraderDL combines quantitative finance and AI, using TFT models to forecast major indices (S&P 500, Nasdaq, IBEX 35, Dow Jones, EURO STOXX 50) and optimize portfolios. A DRL trading bot adapts to market changes to maximize returns and manage risk with prediction confidence and trend detection.
☆18Updated 8 months ago
Alternatives and similar repositories for QuantTraderDL
Users that are interested in QuantTraderDL are comparing it to the libraries listed below
Sorting:
- CS7641 Team project☆97Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆86Updated last week
- ☆77Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆75Updated 3 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆22Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- ☆52Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆60Updated 2 years ago
- ☆42Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- A network tries to predict movements in stock prices based on a picture of a time series stock price.☆40Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆84Updated 7 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆30Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆37Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆72Updated last year
- Deep Q-Learning Applied to Algorithmic Trading☆28Updated 8 months ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆47Updated 6 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆126Updated 5 years ago
- ☆67Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆30Updated 2 years ago
- Time Series Prediction of Volume in LOB☆60Updated last year