SL-Mar / quantcoder-legacyLinks
The legacy version of QuantCoder, containing core workflows for transforming finance research into trading strategies and generating code for QuantConnect. Code is no longer maintained.
☆79Updated 6 months ago
Alternatives and similar repositories for quantcoder-legacy
Users that are interested in quantcoder-legacy are comparing it to the libraries listed below
Sorting:
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆85Updated last year
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆158Updated last year
- powerful ai-copilot for quant traders and researchers☆190Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆72Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆89Updated 5 months ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆87Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- Financial AI with Python☆93Updated 3 weeks ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- CS7641 Team project☆96Updated 5 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆110Updated last year
- ☆112Updated 9 months ago
- Implemention of 101 formulaic alphas using qstrader☆37Updated 3 years ago
- This code is for the book☆270Updated 7 months ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆74Updated 3 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆64Updated last month
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆119Updated last year
- ☆76Updated last year
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆128Updated 2 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆129Updated 2 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆65Updated 3 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆200Updated last year
- ☆206Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆49Updated 2 years ago
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆88Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆67Updated 3 years ago