Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets
☆20Sep 29, 2023Updated 2 years ago
Alternatives and similar repositories for Stop-loss-adjusted-labels
Users that are interested in Stop-loss-adjusted-labels are comparing it to the libraries listed below
Sorting:
- [ICAIF 2024] Official implementation of "Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Vari…☆19Oct 21, 2025Updated 4 months ago
- [KDD 2024] CAFO: Feature-Centric Explanation on Time Series Classification☆15Jun 17, 2024Updated last year
- Official Implementation of SimStock : Representation Model for Stock Similarities☆87Jun 17, 2024Updated last year
- Neural networks can detect model-free arbitrage static strategies☆17Jul 6, 2023Updated 2 years ago
- Accepted at WWW 25 Industrial Track (oral)☆18Jun 6, 2025Updated 9 months ago
- Advanced trend detection and labelling for time series with Python☆21Oct 21, 2025Updated 4 months ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Jul 20, 2021Updated 4 years ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Dec 21, 2019Updated 6 years ago
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆14Feb 28, 2023Updated 3 years ago
- Example code for the NNGeometry PyTorch library☆10Aug 20, 2025Updated 6 months ago
- SIT (Signature-Informed Transformer For Asset Allocation)☆19Nov 26, 2025Updated 3 months ago
- In this work, the application of the Triple-Barrier Method and Meta-Labeling techniques are explored using XGBoost to develop a sentiment…☆22Feb 25, 2024Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Mar 27, 2023Updated 2 years ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆11Mar 12, 2021Updated 4 years ago
- Python Program to predict Intra-day stocks☆12Oct 30, 2018Updated 7 years ago
- high-frequency grid trading strategy backtesting for binance futures☆25Oct 13, 2022Updated 3 years ago
- Tushare数据源，网格策略，年化轻松10%以上；Grid Trading with Tushare; Annual Percentage Rate >10% tested on Ping An Insurance（Group）Company of China sinc…☆12Apr 18, 2021Updated 4 years ago
- ☆11Mar 12, 2021Updated 4 years ago
- (SIGKDD 2022) Connected Low-Loss Subspace Learning for a Personalization in Federated Learning (https://arxiv.org/abs/2109.07628)☆31Jul 18, 2024Updated last year
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Apr 22, 2021Updated 4 years ago
- LightGBM Baseline Model for Quant Trading☆11Jan 11, 2019Updated 7 years ago
- Code for paper Stock trading rule discovery with double deep Q-network☆14May 27, 2023Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆98Mar 10, 2023Updated 2 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 2 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated last year
- Code for Knowledge-Adaptation Priors based on the NeurIPS 2021 paper by Khan and Swaroop.☆16Feb 1, 2022Updated 4 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 4 years ago
- SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)☆19Oct 23, 2023Updated 2 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆19Sep 24, 2024Updated last year
- Order Imbalance Trading Simulation R Code☆16Sep 9, 2019Updated 6 years ago
- DerivX Core Library☆20Sep 12, 2024Updated last year
- ☆18Mar 6, 2024Updated 2 years ago
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆52Nov 7, 2023Updated 2 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Jul 29, 2018Updated 7 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆80Nov 23, 2023Updated 2 years ago
- Original code for the paper "Learning Goal-Conditioned Policies Offline with Self-Supervised Reward Shaping" by Mezghani et al.☆18Jun 8, 2023Updated 2 years ago
- 基于 TheNextQuant 的量化交易框架☆21Aug 14, 2022Updated 3 years ago