Sidhus234 / Hurst-Exponent-Trading-StrategyLinks
☆40Updated 4 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
Sorting:
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆84Updated 2 years ago
- Research Repo (Archive)☆74Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- ☆42Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆60Updated 6 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Portfolio optimization with cvxopt☆39Updated 5 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- Notebooks based on financial machine learning.☆51Updated 5 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Portfolio optimization using Genetic algorithm.☆59Updated 4 years ago
- ☆75Updated last year
- ☆18Updated 8 years ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 11 months ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆45Updated 5 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆16Updated last year