aliisoli / candlesticks_study
Statistical study of accuracy of candlestick patterns in predicting the stock market and their occurrence
☆9Updated 5 years ago
Alternatives and similar repositories for candlesticks_study:
Users that are interested in candlesticks_study are comparing it to the libraries listed below
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆10Updated 2 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
- World Quant University Capstone Project - Swing Trading☆11Updated 2 years ago
- Developed a deep learning model that allows trading firms to analyze large patterns of stock market data and look for possible permutatio…☆61Updated 5 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Updated 9 years ago
- ☆19Updated 4 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- In this work an application of the Triple-Barrier Method and Meta-Labeling techniques is explored with XGBoost for the creation of a sent…☆20Updated last year
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Updated 6 years ago
- Tool that fetches company data, statistics, and financials for valuation and analysis, and then performs automated valuation analysis.☆23Updated 4 years ago
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Pairs trading backtesting enviroment built with Python.☆14Updated 2 years ago
- Deep q learning on determining buy/sell signal and placing orders☆48Updated 5 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- Python webapp running on Streamlit to scan the Nasdaq 100 and S&P 500 for 60+ candlestick patterns. For each matching pattern, show Tradi…☆12Updated last year
- A genetic algorithm incorporated with technical analysis indicator to optimize parameters of a strategy.☆27Updated 3 years ago
- To create a data-web application deployed using the azure app service, which was made on Streamlit, the leading Pythonic data application…☆11Updated 3 years ago
- This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture…☆26Updated 5 years ago
- Predicting the price movement of stocks using past prices and sentiment analysis scores from financial News.☆16Updated 2 years ago
- A program to optimize option trading strategies☆13Updated 4 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- Design your own Trading Strategy☆36Updated last year
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆59Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆61Updated last year
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 6 months ago