StephanAkkerman / crypto-forecasting-benchmarkLinks
This repository contains the codebase used in the research conducted for the paper titled "Benchmarking Cryptocurrency Forecasting Models in the Context of Data Properties and Market Factors." The study involved a rigorous assessment of thirteen different time series forecasting models over twenty-one cryptocurrencies and four distinct time fram…
☆17Updated 7 months ago
Alternatives and similar repositories for crypto-forecasting-benchmark
Users that are interested in crypto-forecasting-benchmark are comparing it to the libraries listed below
Sorting:
- In this work an application of the Triple-Barrier Method and Meta-Labeling techniques is explored with XGBoost for the creation of a sent…☆20Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Developing a trend following model using futures☆32Updated last year
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆50Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- ☆26Updated 2 years ago
- High Frequency Trading Strategies☆45Updated 7 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Market Making in Python☆17Updated last year
- ☆33Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆18Updated 4 years ago
- Rule-based Algorithmic Trading using a Genetic Algorithm and Machine Learning Signals for the Cryptocurrency Market.☆27Updated 5 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 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
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Updated last year
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆25Updated 4 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated 7 months ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 3 years ago
- Live SPY Algorithmic Backed bots for Day Trading Stocks by utilizing ALPACA / IBrokers as the REST Agents.☆29Updated last week
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆52Updated 4 years ago
- Collection of indicators that I used in my strategies.☆55Updated 2 months ago
- ☆33Updated 4 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- My first high-frequency trading strategy using machine learning☆17Updated 2 years ago