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
- 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
- Trend Prediction for High Frequency Trading☆41Updated 2 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 4 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆42Updated 4 months ago
- My first high-frequency trading strategy using machine learning☆17Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- High Frequency Trading Strategies☆45Updated 7 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 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，…☆47Updated last month
- Derive order flow from Tick and Trade data.☆32Updated 3 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆10Updated 9 months ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Updated 4 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆69Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- A Higher-order HMM with EM algo.☆16Updated 3 years ago
- quantitative investment; genetic algorithm; data mining☆13Updated 9 months ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 3 years ago
- Implemention of 101 formulaic alphas using qstrader☆25Updated 2 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- 两家交易所做比特币的高频对冲☆19Updated 5 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 6 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 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 3 years ago