Naharul98 / Digital-Signal-Processing-In-TradingLinks
Using Discrete Fourier transform to transform and eliminate noise in asset price time series and identify repeating patterns to exploit and backtest.
☆19Updated 4 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
Sorting:
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- ☆24Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆45Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆62Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Design your own Trading Strategy☆38Updated last year
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago
- ☆14Updated 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.☆37Updated last year
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 3 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Delta hedging under SABR model☆32Updated last year
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Machine Learning in Asset Management☆21Updated 5 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Collection of indicators that I used in my strategies.☆55Updated 2 months ago
- ☆41Updated 2 years ago
- Developing a trend following model using futures☆33Updated last year
- ☆24Updated 5 years ago
- Different quantitative trading models research☆52Updated 6 months ago
- CS7641 Team project☆95Updated 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…☆14Updated 3 years ago