RezaSoleymanifar / neuralLinks
Realtime Algorithmic Trading Using Deep Reinforcement Learning
☆38Updated 6 months ago
Alternatives and similar repositories for neural
Users that are interested in neural are comparing it to the libraries listed below
Sorting:
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆81Updated last year
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆68Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆88Updated 2 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆67Updated last year
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆41Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆34Updated last year
- Time Series Prediction of Volume in LOB☆57Updated last year
- ☆141Updated 2 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆47Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Deep learning approach for market price prediction, in JAX☆46Updated last year
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆71Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆69Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆47Updated 3 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
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆120Updated 2 years ago
- ☆42Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆127Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- A curated list of Quantitative Finance papers.☆66Updated 7 months ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- ☆58Updated 7 months ago
- CS7641 Team project☆97Updated 5 years ago