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
- High Frequency Jump Prediction Project☆36Updated 4 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Developing a trend following model using futures☆31Updated last year
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 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
- Some Quant ideas in Backtrader☆12Updated 3 years ago
- ☆22Updated 5 years ago
- everything quantitative finance related☆22Updated 4 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
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Updated 6 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Time-Series Momentum Strategies☆12Updated 6 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 3 years ago
- World Quant University Capstone Project - Swing Trading☆11Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆60Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆22Updated 3 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- Design your own Trading Strategy☆37Updated last year
- High Frequency Trading Strategies☆44Updated 7 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
- 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
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆62Updated last year
- An equity analysis on momentum factor investing.☆10Updated 6 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 3 weeks ago
- ☆49Updated 8 years ago