SaiKrishnaAnudeepJ / QuantitativeTrading
Create a Model to predict movement of S&P 500 Index based on Quantitative, Qualitative and Public sentiment factors. • Natural language processing (NLP) is used to derive a variable for Public sentiment. • A Final Model is created using ML techniques like Decision Trees, SVMs, Random Forests, Neural Networks.
☆7Updated 7 years ago
Alternatives and similar repositories for QuantitativeTrading:
Users that are interested in QuantitativeTrading are comparing it to the libraries listed below
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- Time-Series Momentum Strategies☆12Updated 6 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- World Quant University Capstone Project - Swing Trading☆11Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars☆18Updated 3 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆46Updated 10 months ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆22Updated 3 years ago
- ☆22Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆61Updated last year
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 6 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Updated 9 years ago
- Machine Learning Project, stock pairs trading using Kalman Filter☆8Updated 6 years ago
- Python demo code for LOBSTER limit order book data☆12Updated 5 years ago
- High Frequency Jump Prediction Project☆36Updated 4 years ago
- Algorithmic trading and backtests using backtrader☆13Updated 2 years ago
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- ☆18Updated 8 years ago
- Option Strategy for Futures☆14Updated 4 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆16Updated 7 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆27Updated 6 years ago
- An equity analysis on momentum factor investing.☆10Updated 6 years ago