aaaquants / LSTM-trading
☆25Updated 7 years ago
Alternatives and similar repositories for LSTM-trading:
Users that are interested in LSTM-trading are comparing it to the libraries listed below
- ☆24Updated 6 years ago
- ☆45Updated 7 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 11 months ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Dispersion Trading using Options☆32Updated 8 years ago
- ☆35Updated 7 years ago
- ☆58Updated 2 years ago
- ☆36Updated 4 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- ☆14Updated 7 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆39Updated 6 years ago
- Quantopian Pairs Trading algorithm implementation.☆58Updated 7 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 4 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Backtest result archive for Momentum Trading Strategies☆52Updated 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
- Time Series Prediction of Volume in LOB☆57Updated 11 months ago
- ☆20Updated 6 years ago
- IB Python API related.☆23Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Example of order book modeling.☆56Updated 5 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆56Updated 2 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆35Updated 8 years ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆20Updated 3 months ago
- A financial trading method using machine learning.☆60Updated 2 years ago