alexanderjulianmartinez / LightGBM-Quant-Model
LightGBM Baseline Model for Quantitative Trading using Stock Market Data
☆8Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for LightGBM-Quant-Model
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 5 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆43Updated 5 months ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- Blaze☆12Updated 3 years ago
- A financial trading method using machine learning.☆58Updated last year
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated last year
- This repo contains my reimplementation and improvement of DeepLOB model.☆27Updated 3 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆42Updated 2 years ago
- Testing trading signals of commodity futures☆14Updated 4 years ago
- ☆16Updated 7 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆30Updated 2 months ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆24Updated 7 months ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆11Updated last year
- Trend Prediction for High Frequency Trading☆38Updated last year
- My first high-frequency trading strategy using machine learning☆16Updated 2 years ago
- Some Quant ideas in Backtrader☆11Updated 2 years ago
- High Frequency Jump Prediction Project☆34Updated 4 years ago
- ☆42Updated 3 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 2 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆26Updated 3 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 3 years ago
- Deep Q-Learning Applied to Algorithmic Trading☆19Updated last month
- Alpha研究平台☆17Updated 3 years ago
- Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars☆17Updated 3 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆23Updated 6 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…☆43Updated 6 months ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆29Updated 3 years ago
- 实行gamma scalping策略时的期权组合选择工具☆14Updated 5 years ago
- 多因子选股框架☆21Updated 3 years ago