We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cost portfolio strategies. The learning algorithm is used to determine the relative population dynamics of technical trading strategies that can survive historical back-testing as well as form an overall aggregate…
☆11Apr 8, 2020Updated 5 years ago
Alternatives and similar repositories for Learning-Technical-Trading
Users that are interested in Learning-Technical-Trading are comparing it to the libraries listed below
Sorting:
- Phd repo☆18Jul 14, 2022Updated 3 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
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- ☆16Feb 7, 2021Updated 5 years ago
- The code for Fuzzy Investment Counselor (FIC) and Markowitz portfolio theory for stock investment☆14Sep 2, 2020Updated 5 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Apr 2, 2019Updated 6 years ago
- ☆10Jul 21, 2019Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Implementation of AFML Book☆22Jul 27, 2019Updated 6 years ago
- Benchmarking library for generative models of Limit Order Book data (LOBSTER)☆34Jan 27, 2026Updated last month
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Dec 21, 2019Updated 6 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Jul 15, 2020Updated 5 years ago
- Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.☆11Nov 11, 2020Updated 5 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29May 25, 2023Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 8 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Apr 4, 2019Updated 6 years ago
- KDD 2024 AQA competition 2nd place solution☆12Jul 21, 2024Updated last year
- Python Program to predict Intra-day stocks☆12Oct 30, 2018Updated 7 years ago
- ☆13Mar 31, 2019Updated 6 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 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
- This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strat…☆25Feb 24, 2019Updated 7 years ago
- ☆24Apr 23, 2020Updated 5 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- New non-Gatech GitHub☆12Dec 8, 2021Updated 4 years ago
- Time-Series Momentum Strategies☆12Jul 20, 2018Updated 7 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆16Nov 20, 2020Updated 5 years ago
- ☆15Feb 16, 2023Updated 3 years ago
- Alpha model skeletons & examples☆12Nov 8, 2023Updated 2 years ago
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆14Aug 12, 2024Updated last year
- Deep RL for portfolio management☆13Aug 31, 2018Updated 7 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- oTree app for financial market experiments with high frequency trading☆28Aug 28, 2023Updated 2 years ago
- ☆34May 20, 2024Updated last year
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Apr 5, 2021Updated 4 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆31Apr 22, 2021Updated 4 years ago