ShreshthSaxena / Algorithmic-TradingLinks
LSTM stock prediction and backtesting
☆14Updated 5 years ago
Alternatives and similar repositories for Algorithmic-Trading
Users that are interested in Algorithmic-Trading are comparing it to the libraries listed below
Sorting:
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- This repository contains an automated trading system using machine learning for stock return prediction, position sizing and generating e…☆14Updated 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…☆14Updated 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
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Stock Market predictions are one of the most difficult problems to solve, and during the looming days of recession it’s extremely difficu…☆15Updated 4 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Market making strategies and scientific papers☆13Updated last year
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- ☆19Updated 5 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆14Updated 5 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 6 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆18Updated 4 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆14Updated 2 years ago
- ☆10Updated 2 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆17Updated 8 years ago
- Backtested trading strategy based on modelling stock returns based on Auto Regressive Integrated Moving Average model☆1Updated 4 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Updated 5 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture…☆27Updated 6 years ago
- ☆18Updated 8 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆13Updated 6 years ago