A Higher-order HMM with EM algo.
☆16May 4, 2022Updated 3 years ago
Alternatives and similar repositories for silly_HOHMM
Users that are interested in silly_HOHMM are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Blaze☆17Jun 19, 2021Updated 4 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- This project is the Pytorch implementation version of State Frequency Memory Recurrent Network.☆10Sep 15, 2018Updated 7 years ago
- Python based spiders to get market data for financial trading markets☆15Aug 31, 2015Updated 10 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- 在Kaggle比赛中的Featuretools指南☆19Jul 9, 2018Updated 7 years ago
- GPU-Accelerated Multi-Agent Reinforcement Learning for High-Frequency Trading☆47Mar 16, 2026Updated 2 weeks ago
- Analyze coinbase orderbook in real-time in Python with Bytewax☆11Apr 23, 2024Updated last year
- $$$ cha-ching $$$☆19Jan 21, 2026Updated 2 months ago
- Design of Portfolio of Stocks to Track an Index☆59May 28, 2023Updated 2 years ago
- quantitative investment; genetic algorithm; data mining☆33Sep 3, 2024Updated last year
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22May 31, 2022Updated 3 years ago
- MFM workshop project☆14Jan 25, 2021Updated 5 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆10Jun 10, 2023Updated 2 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- GLAD: Learning Sparse Graph Recovery☆13Aug 12, 2025Updated 7 months ago
- A clean and easy implementation of MuZero, AlphaZero and Self-Play reinforcement learning algorithms for any game.☆17Oct 15, 2024Updated last year
- Calculate technical factors for stocks in an efficient, maintainable and correct way☆24Sep 11, 2024Updated last year
- Funcat 将同花顺、通达 信、文华财经麦语言等的公式写法移植到了 Python 中。☆31Mar 3, 2020Updated 6 years ago
- Deep learning in large multivariate time series using real-time feature extraction with MDFA☆12Jun 26, 2018Updated 7 years ago
- ML Open Sessions for Quant Club, SAIF http://www.saif.sjtu.edu.cn/☆18Oct 3, 2020Updated 5 years ago
- How to apply Deep Learning to create a mean reverting portfolio☆13Nov 9, 2020Updated 5 years ago
- ☆22Jul 22, 2024Updated last year
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- SEC Form 13f Securities datasets☆12Apr 19, 2019Updated 6 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆265Mar 19, 2026Updated last week
- Order Book visualisation (sockets/Binance)☆21Apr 16, 2024Updated last year
- Calibrates microprice model to BitMEX quote data☆64Jul 1, 2021Updated 4 years ago
- 算法测试,包含常用的矩阵算法、mahout、weka、R等基础算法包。☆12Apr 26, 2015Updated 10 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆10Apr 12, 2023Updated 2 years ago
- ☆29Dec 8, 2022Updated 3 years ago
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆14Nov 2, 2019Updated 6 years ago
- Samples for cross chain transfer between BNB Beacon Chain and BNB Smart Chain☆19Oct 30, 2023Updated 2 years ago
- NordVPN Threat Protection Pro™ • AdTake your cybersecurity to the next level. Block phishing, malware, trackers, and ads. Lightweight app that works with all browsers.
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- 多因子lstm预测☆13Jun 22, 2022Updated 3 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- An PPO - LSTM based RL agent to solve the classic word game - Hangman☆15Nov 20, 2024Updated last year
- Smoothed z-score algo (very robust thresholding algorithm)☆15Nov 10, 2017Updated 8 years ago
- BankHoldingCompanyData☆13Mar 11, 2026Updated 2 weeks ago