alexanderjulianmartinez / LightGBM-Quant-Model
LightGBM Baseline Model for Quantitative Trading using Stock Market Data
☆9Updated 6 years ago
Alternatives and similar repositories for LightGBM-Quant-Model:
Users that are interested in LightGBM-Quant-Model are comparing it to the libraries listed below
- High Frequency Trading Strategies☆41Updated 7 years ago
- High Frequency Jump Prediction Project☆35Updated 4 years ago
- High frequency trading algorithm for Bitmex☆21Updated 4 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆38Updated 2 months ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆52Updated 2 years ago
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- Implementation of algorithmic trading using reinforcement learning.☆26Updated 4 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆41Updated 4 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆14Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆22Updated last year
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 6 years ago
- Alpha研究平台☆19Updated 3 years ago
- 量化FOF框架☆12Updated 6 years ago
- Simulator of a basic order book flow and order execution☆18Updated last year
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆44Updated 4 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 2 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 3 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆12Updated 6 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆29Updated 3 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆37Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago
- qlib数据层backend支持pgsql数据库☆12Updated last year
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Examples of nautilus script☆32Updated 2 months ago