alexandrebrilhante / quantnetLinks
A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.
☆14Updated 2 months ago
Alternatives and similar repositories for quantnet
Users that are interested in quantnet are comparing it to the libraries listed below
Sorting:
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 2 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 8 months ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- ☆19Updated 5 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- High-Frequency-Trading Strategies in XAU/USD based on MER (Mean-Reverting) and BO (Break Out)☆10Updated 4 years ago
- Code to support my Master's thesis☆21Updated 2 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆24Updated 2 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆27Updated 2 years ago
- ☆16Updated 4 years ago
- High frequency trading algorithm for Bitmex☆23Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆53Updated 2 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 4 months ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- Time Series Prediction of Volume in LOB☆58Updated last year
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆20Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆90Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆25Updated last year
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 years ago