Using Discrete Fourier transform to transform and eliminate noise in asset price time series and identify repeating patterns to exploit and backtest.
☆25May 28, 2021Updated 5 years ago
Alternatives and similar repositories for Digital-Signal-Processing-In-Trading
Users that are interested in Digital-Signal-Processing-In-Trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Some examples of using financial data in MapReduce programs.☆16Nov 22, 2014Updated 11 years ago
- Combines alpha signals using a random forest, and demonstrates solutions to overlapping labels issue (rolling autocorrelation) proposed b…☆10Sep 3, 2026Updated last month
- Utility for generating information-driven bars written in Rust.☆10Dec 4, 2019Updated 6 years ago
- Resources I am using to learn machine learning☆10Sep 26, 2016Updated 10 years ago
- My work on a project "High Frequency Market Making: Optimal Quoting" in the Center of Mathematical Finances.☆10Mar 1, 2023Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- High Frequency Market Making: Optimal Quoting☆19Mar 20, 2023Updated 3 years ago
- Simple storage for stock prices with adjusted prices calculation based on Center for Research in Security Prices (CRSP) standards☆12Feb 15, 2018Updated 8 years ago
- Application of Markov Chain in Finance☆16Jun 29, 2021Updated 5 years ago
- 知乎 Quant 问答集☆13Jul 13, 2023Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 5 years ago
- Shows trading signals through Discord☆11Nov 28, 2021Updated 4 years ago
- Opriver's Quant Quest☆13Aug 27, 2018Updated 8 years ago
- ☆11Oct 6, 2020Updated 6 years ago
- A bot that extends grid trading once you use it to create a grid.☆11Mar 6, 2026Updated 7 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- An Algorithmic Trading Bot with the FXCM ForexConnect API☆13Feb 28, 2017Updated 9 years ago
- trend / momentum and other patterns in financial timeseries☆13Jul 13, 2020Updated 6 years ago
- We apply from rule-based approach to BERT for a sentiment analysis task on financial texts.☆17May 13, 2022Updated 4 years ago
- Backtester for market neutral equity trading strategies. The code generates long and short signals for each security and then constructs …☆10Oct 5, 2020Updated 6 years ago
- An data analysis project performed on the US video dataset from youtube.☆11Aug 24, 2020Updated 6 years ago
- ☆10Mar 28, 2022Updated 4 years ago
- ☆15Jun 14, 2026Updated 4 months ago
- Primary AdvEMDpy repository.☆13Jan 6, 2024Updated 2 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Oct 20, 2026Updated last week
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Quantitative strategy☆13Aug 17, 2019Updated 7 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Sep 13, 2017Updated 9 years ago
- Python implementation of the pairs trading strategy in Gatev, Goetzmann and Rouwenhorst (2006). I am not the author of that study; this i…☆16May 16, 2023Updated 3 years ago
- ☆12Aug 17, 2018Updated 8 years ago
- Simple python script that bulk downloads historical data from FXCM☆14Aug 29, 2018Updated 8 years ago
- 📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)☆13Dec 4, 2020Updated 5 years ago
- ☆11Oct 16, 2020Updated 6 years ago
- ☆16May 28, 2022Updated 4 years ago
- Implementing a momentum trading strategy and testing its profitability. For Udacity's AI for Trading Nanodegree.☆15Sep 7, 2018Updated 8 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Study notebooks made for learning machine learning for the Hawk team☆12Oct 10, 2018Updated 8 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆25Apr 29, 2020Updated 6 years ago
- A semi-automatic stock and crypto grid trader with support for simultaneous deployment.☆14Oct 30, 2022Updated 4 years ago
- Repo from the "Learning with limited labeled data" seminar @ Uni of Tuebingen. A collection of notes, notebooks and slideshows to underst…☆18Apr 13, 2023Updated 3 years ago
- Medium post example file