Using Discrete Fourier transform to transform and eliminate noise in asset price time series and identify repeating patterns to exploit and backtest.
☆21May 28, 2021Updated 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 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
- 知乎 Quant 问答集☆12Jul 13, 2023Updated 2 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 4 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- A simulator to try different trading strategies for different cryptocurrencies on historical data☆27Jan 18, 2018Updated 8 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- For automatic trading on the stock exchange☆11Apr 17, 2018Updated 8 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated last year
- We apply from rule-based approach to BERT for a sentiment analysis task on financial texts.☆15May 13, 2022Updated 4 years ago
- Study notebooks made for learning machine learning for the Hawk team☆11Oct 10, 2018Updated 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 8 years ago
- A semi-automatic stock and crypto grid trader with support for simultaneous deployment.☆14Oct 30, 2022Updated 3 years ago
- ☆55Mar 7, 2022Updated 4 years ago
- Implementing a momentum trading strategy and testing its profitability. For Udacity's AI for Trading Nanodegree.☆15Sep 7, 2018Updated 7 years ago
- ☆16May 28, 2022Updated 3 years 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.
- Simple python script that bulk downloads historical data from FXCM☆14Aug 29, 2018Updated 7 years ago
- ☆78Mar 6, 2026Updated 2 months ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Jun 10, 2023Updated 2 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- ☆13Sep 21, 2021Updated 4 years ago
- ☆25May 1, 2025Updated last year
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 5 years ago
- Cycle indicators from “Cybernetic Analysis for Stocks and Futures” and “Cycle Analytics for Traders”☆14Apr 1, 2020Updated 6 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆28Apr 22, 2022Updated 4 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.
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- To predict weekly games of the National Football League using game stats☆13Jun 13, 2020Updated 5 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆101Apr 30, 2026Updated 3 weeks ago
- AI enhanced automation tool for financial modelling and market analysis.☆12Sep 10, 2019Updated 6 years ago
- Design your own Trading Strategy☆39Feb 25, 2024Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆71Dec 23, 2020Updated 5 years ago
- tools for alpha research☆23Dec 20, 2017Updated 8 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆28Dec 10, 2018Updated 7 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A skills challenge for hiring!☆12Dec 21, 2016Updated 9 years ago
- Quant Trading with Microsoft Qlib (https://github.com/microsoft/qlib)☆20Apr 22, 2023Updated 3 years ago
- Backtest result archive for Momentum Trading Strategies☆68Mar 18, 2019Updated 7 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Feb 3, 2014Updated 12 years ago
- Low latency high throughput GDAX orderbook analysis engine and trading bot☆13Mar 24, 2018Updated 8 years ago
- Understanding AMM models in DeFI☆10Jul 28, 2021Updated 4 years ago
- Drives the HODL strategy to an automated level across crypto currencies.☆12Jul 26, 2018Updated 7 years ago