☆44Apr 12, 2021Updated 5 years ago
Alternatives and similar repositories for Hurst-Exponent-Trading-Strategy
Users that are interested in Hurst-Exponent-Trading-Strategy are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Vectorized quantile backtesting library☆15May 25, 2023Updated 3 years ago
- ☆28Aug 26, 2024Updated last year
- ☆13May 27, 2023Updated 2 years ago
- ☆14Aug 5, 2020Updated 5 years ago
- Developing a trend following model using futures☆38Sep 17, 2023Updated 2 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Based on paper Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning☆13Dec 24, 2022Updated 3 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Mar 11, 2021Updated 5 years ago
- Calibrates microprice model to BitMEX quote data☆65Jul 1, 2021Updated 4 years ago
- Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets☆17Nov 21, 2024Updated last year
- ☆15Jan 19, 2020Updated 6 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆11Feb 21, 2022Updated 4 years ago
- 【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance,…☆25Dec 24, 2021Updated 4 years ago
- In-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is …☆11Apr 23, 2024Updated 2 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆10Nov 30, 2022Updated 3 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- ☆11Oct 6, 2020Updated 5 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- Quatitative trading framework and out-of-box toolset for assisting stock/fund investment☆15Oct 16, 2024Updated last year
- Navigating Markets with Intelligent Exploration.☆30Aug 29, 2025Updated 8 months ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆635Feb 11, 2026Updated 3 months ago
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆94Jun 29, 2025Updated 10 months ago
- Standard and Hybrid Deep Learning Multivariate-Multi-Step & Univariate-Multi-Step Time Series Forecasting.☆61May 27, 2024Updated last year
- A Library for Algorithmic Trading with Alpaca in Python☆22Jun 21, 2024Updated last year
- ☆36Nov 27, 2017Updated 8 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- experiments with pair trading☆342Dec 10, 2024Updated last year
- ☆16Feb 7, 2021Updated 5 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆13Oct 11, 2023Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Oct 19, 2020Updated 5 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆34Oct 13, 2022Updated 3 years ago
- ☆10Jun 4, 2018Updated 7 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Feb 11, 2021Updated 5 years ago
- finance☆43Jul 24, 2017Updated 8 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Signal Filtering and Generation of Synthetic Time-Series.☆11Oct 27, 2021Updated 4 years ago
- Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation☆13Mar 7, 2024Updated 2 years ago
- Skillset Challenge for the Apprenticeship Program☆22Jan 8, 2022Updated 4 years ago
- Trading strategy backtesting framework supporting multiple concurrent sessions, complex exit strategies, and multi-exchange data sources …☆18Aug 17, 2025Updated 9 months ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Apr 23, 2024Updated 2 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Dec 11, 2018Updated 7 years ago
- Financial Prior-Data Fitted Network (regression)☆21Dec 12, 2025Updated 5 months ago