achmand / ari5123_assignment
Rule-based Algorithmic Trading using a Genetic Algorithm and Machine Learning Signals for the Cryptocurrency Market.
☆27Updated 5 years ago
Alternatives and similar repositories for ari5123_assignment:
Users that are interested in ari5123_assignment are comparing it to the libraries listed below
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆62Updated last year
- Trading Algorithms using technical indicators☆31Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Different quantitative trading models research☆52Updated 4 months ago
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago
- Cryptocurrency Valuation: An Explainable AI Approach☆15Updated 2 years ago
- Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB☆36Updated 4 years ago
- Python API for accessing Lake high frequency tick trades & order book data☆43Updated last month
- ☆40Updated 4 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Collection of indicators that I used in my strategies.☆52Updated 3 weeks ago
- Deep learning for limit order book trading and mid-price movement☆52Updated 4 years ago
- CS7641 Team project☆94Updated 4 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- A network tries to predict movements in stock prices based on a picture of a time series stock price.☆40Updated 4 years ago
- High-frequency statistical arbitrage☆183Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆116Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆54Updated 6 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆75Updated 3 years ago
- ☆112Updated 7 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Updated last year
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆57Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago