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
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Time-Series Momentum Strategies☆12Updated 6 years ago
- Testing trading signals of commodity futures☆16Updated 5 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Updated 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
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Updated 9 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆15Updated 6 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 6 years ago
- An equity analysis on momentum factor investing.☆10Updated 6 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Pull price targets from IEXCloud and paper trade on Alpaca 🦙☆12Updated 4 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
- A financial trading method using machine learning.☆60Updated 2 years ago
- High Frequency Jump Prediction Project☆36Updated 4 years ago
- 📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)☆12Updated 4 years ago
- Developing a trend following model using futures☆31Updated last year
- A detailed study of four machine learning Techniques(Random-Forest, Linear Regression, Neural-Networks, Technical Indicators(Ex: RSI)) ha…☆25Updated last year
- A low frequency statistical arbitrage strategy☆20Updated 6 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
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆44Updated 3 years ago
- High frequency trading algorithm for Bitmex☆22Updated 4 years ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆62Updated last week
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- ☆22Updated 5 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- Implementation of algorithmic trading using reinforcement learning.☆28Updated 4 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Mod…☆39Updated 4 years ago