NikoLee18 / silly_HOHMMLinks
A Higher-order HMM with EM algo.
☆16Updated 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
Sorting:
- The source code for the paper☆21Updated 2 years ago
- Blaze☆15Updated 4 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- 多因子选股框架☆24Updated 4 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆85Updated 4 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆49Updated last year
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆66Updated 4 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆35Updated 2 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆84Updated 2 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆45Updated 5 years ago
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆45Updated 5 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆21Updated 7 years ago
- Gerber robust statistics for portfolio optimization☆58Updated 2 years ago
- High frequency factors based on order and trade data.☆56Updated last year
- High Frequency Trading☆109Updated 7 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆61Updated 6 years ago
- 多因子模型相关☆22Updated 4 years ago
- 一些研报的复现☆13Updated 6 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆60Updated 2 years ago
- 雪球结构产品定价☆29Updated last year
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆14Updated last year
- 众人的因子回测框架 stock factor test☆28Updated 3 weeks ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 years ago