WenzhengHu14 / price-volume-matching-trading-algo
This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with similar historical data trend on Python
☆15Updated 8 years ago
Alternatives and similar repositories for price-volume-matching-trading-algo:
Users that are interested in price-volume-matching-trading-algo are comparing it to the libraries listed below
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆17Updated 9 years ago
- Trading platform for high frequency data☆15Updated 10 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 8 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- ☆24Updated 6 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆66Updated 8 years ago
- Basic python libraries for building technical indicators and trading signals☆17Updated 8 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 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…☆12Updated 5 years ago
- Quantopian Pairs Trading algorithm implementation.☆58Updated 7 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- Automate swing trading using deep reinforcement learning. The deep deterministic policy gradient-based neural network model trains to cho…☆70Updated 7 years ago
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- Deep Trading using Convolutional Neural Network☆27Updated 7 years ago
- An agent-based trading framework☆12Updated 8 years ago
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Updated 7 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆12Updated 6 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆35Updated 8 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- very fast python backtesting framework based on amibroker backtesting methodology☆40Updated 7 years ago
- Zipline Extensions for QuantRocket☆18Updated 4 years ago
- ☆43Updated 8 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Deep q learning on determining buy/sell signal and placing orders☆48Updated 5 years ago
- IB Python API related.☆23Updated 7 years ago