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 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:
- Resources I am using to learn machine learning☆10Sep 26, 2016Updated 9 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
- Application of Markov Chain in Finance☆16Jun 29, 2021Updated 4 years ago
- ☆11Oct 6, 2020Updated 5 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.
- Opriver's Quant Quest☆11Aug 27, 2018Updated 7 years ago
- 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
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- We apply from rule-based approach to BERT for a sentiment analysis task on financial texts.☆17May 13, 2022Updated 4 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
- 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
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- ☆11Oct 16, 2020Updated 5 years ago
- Implementing a momentum trading strategy and testing its profitability. For Udacity's AI for Trading Nanodegree.☆15Sep 7, 2018Updated 7 years ago
- ☆16Nov 5, 2020Updated 5 years ago
- Simple python script that bulk downloads historical data from FXCM☆14Aug 29, 2018Updated 7 years ago
- Blazing fast Julia backtester.☆20May 5, 2026Updated last month
- ☆80Mar 6, 2026Updated 3 months ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Jun 10, 2023Updated 3 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
- 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.
- ☆26May 1, 2025Updated last year
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 5 years ago
- Quantitative strategy☆13Aug 17, 2019Updated 6 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
- Convex optimization for fun and profit.☆11Jan 12, 2022Updated 4 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆28Apr 22, 2022Updated 4 years ago
- Repo for HFT project in CMF☆30Jan 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 last month
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- 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
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 5 years ago
- An adaptive model for prediction of one day ahead foreign currency exchange rates using machine learning algorithms☆43Sep 9, 2018Updated 7 years ago