Yvaine-Zhang / Models-for-Intraday-Trading-Volume-PredictionLinks
Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management since it attempts to minimize transaction costs by optimally scheduling and placing. The purpose of this project is to create dynamic statistical models of intraday trading volume prediction (in Python). By as…
☆47Updated 5 years ago
Alternatives and similar repositories for Models-for-Intraday-Trading-Volume-Prediction
Users that are interested in Models-for-Intraday-Trading-Volume-Prediction are comparing it to the libraries listed below
Sorting:
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Quantopian Pairs Trading algorithm implementation.☆62Updated 7 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆59Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆65Updated last year
- High Frequency Trading☆109Updated 7 years ago
- ☆24Updated 6 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆66Updated 5 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- CS7641 Team project☆96Updated 4 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆60Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆60Updated 3 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆54Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆83Updated 2 years ago
- Deep learning for limit order book trading and mid-price movement☆53Updated 4 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- Example of order book modeling.☆57Updated 6 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆124Updated 3 years ago
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago