SciEcon / SRS2021
A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics
☆14Updated 2 years ago
Alternatives and similar repositories for SRS2021:
Users that are interested in SRS2021 are comparing it to the libraries listed below
- TSForecasting: Automated Time Series Forecasting Framework☆28Updated 5 months ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆9Updated 2 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆12Updated 4 months ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆14Updated last month
- ☆18Updated this week
- ☆14Updated 4 years ago
- Testing and implementation of ML algorithms for the analysis of cryptocurrency trends.☆11Updated last year
- ☆19Updated 2 years ago
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆15Updated 2 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Updated 5 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆34Updated 2 years ago
- Collecting news articles for all the companies in the R1000, for a pre-defined set of news outlets, using Diffbot's Knowledge Graph☆11Updated 2 years ago
- Hierarchical Forecasting at Scale☆13Updated last year
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆11Updated 2 years ago
- A Python package for PME (Public Market Equivalent) calculation☆11Updated 2 weeks ago
- Parameter Efficient Deep Probabilistic Forecasting☆14Updated 3 years ago
- Portfolio Management for Everyone☆22Updated last year
- Official repository for the ICML 2022 DFUQ paper: conformal prediction sets for time-series☆10Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆22Updated 3 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- Modelling Maximum Drawdown with Python☆10Updated 4 years ago
- SpatialLOB is designed for stock price movement prediction by exploiting spatial and temporal properties of the Limit Order books. Spatia…☆9Updated 3 years ago
- This is the repository for the CONFLARE (CONformal LArge language model REtrieval) Python package.☆17Updated 11 months ago
- ☆26Updated 7 months ago