Alternatives and similar repositories for LSTM-trading

Users that are interested in LSTM-trading are comparing it to the libraries listed below

• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• aaaquants / QuantBasics1-4
  ☆45Updated 8 years ago
• deanjohnr / macrotrendfollow
  Momentum and position based trading strategy analysis
  ☆11Updated 8 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆38Updated 5 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• kurupjayesh / Dispersion-Trading-using-Options
  Dispersion Trading using Options
  ☆33Updated 8 years ago
• aaaquants / Factor-Modelling
  ☆14Updated 8 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• jsisaacs / QuantStrategies
  💸 A long-short equity quantitative trading strategy (sentiment-based)
  ☆38Updated 7 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• VermeirJellen / AlgorithmicTrading-Cointegration
  Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market
  ☆37Updated 9 years ago
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆64Updated 8 years ago
• pingfcc99 / FixedIncomeQuantTrading
  ☆18Updated 7 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆67Updated 8 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆126Updated 5 years ago
• QuantInsti / EPAT
  ☆38Updated 3 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆103Updated 6 years ago
• aaaquants / option-volatility-surface
  ☆22Updated 7 years ago
• convergenceIM / alpha-scientist
  ☆73Updated 3 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆134Updated 6 years ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆45Updated 7 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆195Updated 5 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆64Updated 6 years ago
• samuelfu / TradingBot
  MIT Trading Competition algorithmic trading of options and securities
  ☆41Updated 6 years ago
• GBERESEARCH / volvisualizer
  Extract and visualize implied volatility from option chain data
  ☆44Updated 5 months ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• rodler / Quantinsti_RL
  ☆41Updated 4 years ago
• tjmcrill / automated_trading
  High Frequency Trading (HFT) done using the Alpaca Trade API and Python.
  ☆24Updated 6 years ago
• Jenniferab32 / OptionAnalysis
  Python Code for Option Analysis
  ☆45Updated 6 years ago