This is a repository for enabling collaborative and proper practices for financial machine learning.
☆29Mar 4, 2026Updated 2 weeks ago
Alternatives and similar repositories for openquant
Users that are interested in openquant are comparing it to the libraries listed below
Sorting:
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 5 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Jan 26, 2021Updated 5 years ago
- Notebooks based on financial machine learning.☆15Nov 21, 2022Updated 3 years ago
- The goal of the project is to build algorithmic trading system.☆27Nov 6, 2020Updated 5 years ago
- Apply different deep learning models to limit order book.☆12Mar 6, 2018Updated 8 years ago
- ☆18Jan 7, 2019Updated 7 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 9 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆16May 2, 2019Updated 6 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 5 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Jun 15, 2018Updated 7 years ago
- ☆11Mar 25, 2023Updated 2 years ago
- Limit order book model with Poissonian order flow.☆10Jan 2, 2018Updated 8 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- Order Book Analytics Database☆12Mar 31, 2020Updated 5 years ago
- ☆11Mar 19, 2018Updated 8 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Jul 20, 2021Updated 4 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Convert json descriptions of quant algorithms to verilog HDL.☆13Jul 3, 2020Updated 5 years ago
- Computer Engineering Senior Project. Machine Learning High Frequency Stock Trading Algorithm on an FPGA☆16Dec 4, 2019Updated 6 years ago
- High frequency algotrading bot for bitmex/gdax/etc written to test micro-scale order flow inequality algorithms developed by using machin…☆15Jun 21, 2018Updated 7 years ago
- ☆10Jul 21, 2019Updated 6 years ago
- In this work, the application of the Triple-Barrier Method and Meta-Labeling techniques are explored using XGBoost to develop a sentiment…☆23Feb 25, 2024Updated 2 years ago
- Generating an ANN to predict stock market using NEAT.☆12Jul 12, 2017Updated 8 years ago
- Attempts to learn reinforcement learning on the stock market☆23Jan 14, 2019Updated 7 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Jul 12, 2018Updated 7 years ago
- An autonomous cryptocurrency trading system. The system will be composed of a primary model evaluated by a secondary machine learning mod…☆12May 16, 2022Updated 3 years ago
- KDD 2024 AQA competition 2nd place solution☆12Jul 21, 2024Updated last year
- Deep learning for limit order book trading and mid-price movement☆55Oct 20, 2020Updated 5 years ago
- Rhythm analysis toolkit in Python☆13Sep 29, 2023Updated 2 years ago
- Advancing in Financial Machine Learning☆16Feb 27, 2020Updated 6 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 5 years ago
- Japanese NER with Transformers + PyTorch-Lightning + MLflow Tracking☆15Nov 20, 2022Updated 3 years ago
- Order Imbalance Trading Simulation R Code☆16Sep 9, 2019Updated 6 years ago
- PFI: Prompt Flow Integrity to Prevent Privilege Escalation in LLM Agents☆27Mar 26, 2025Updated 11 months ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Feb 8, 2018Updated 8 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆17May 21, 2013Updated 12 years ago
- Option Strategy for Futures☆17Jul 29, 2020Updated 5 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- Performing a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆59Apr 8, 2019Updated 6 years ago