alexanderjulianmartinez / LightGBM-Quant-ModelLinks
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
Sorting:
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆23Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆43Updated 6 months ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- High Frequency Trading Strategies☆48Updated 7 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆29Updated 4 years ago
- A Higher-order HMM with EM algo.☆16Updated 3 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆62Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 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 3 years ago
- Implementation of algorithmic trading using reinforcement learning.☆29Updated 5 years ago
- Deep learning for limit order book trading and mid-price movement☆53Updated 4 years ago
- High frequency trading algorithm for Bitmex☆23Updated 5 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Updated 5 years ago
- ☆44Updated 3 years ago
- Derive order flow from Tick and Trade data.☆32Updated 3 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆59Updated 2 years ago
- quantitative investment; genetic algorithm; data mining☆17Updated 10 months ago
- alpha投研示例☆76Updated last week
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆12Updated 2 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆12Updated 4 years ago
- lightweight backtester☆30Updated last month
- ☆34Updated last month
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆44Updated 5 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- 基于聚宽平台，探索分钟级的高频交易☆34Updated 5 years ago