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
- my first factor-stock-selecting backtest function☆21Updated 5 years ago
- Blaze☆15Updated 4 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆87Updated 4 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆35Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆50Updated last year
- Calibrates microprice model to BitMEX quote data☆59Updated 4 years ago
- 基于基因 表达式规划算法的因子挖掘☆31Updated 3 years ago
- 多因子选股框架☆24Updated 4 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆23Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- 众人的因子回测框架 stock factor test☆29Updated last month
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- 多因子模型相关☆22Updated 4 years ago
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on …☆13Updated 2 years ago
- Gerber robust statistics for portfolio optimization☆59Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆86Updated 2 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Updated 5 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆61Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆30Updated 3 years ago
- from for/if/else to my first option back-test function☆18Updated 5 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆13Updated 6 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆33Updated last year
- ☆53Updated 4 years ago
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆15Updated last year