anxxos / sp500-prediction-sentiment-xgboost
In this work an application of the Triple-Barrier Method and Meta-Labeling techniques is explored with XGBoost for the creation of a sentiment-based trading signal on the S&P 500 stock market index. The results confirm that sentiment data have predictive power, but a lot of work is to be carried out prior to implementing a strategy.
☆20Updated last year
Alternatives and similar repositories for sp500-prediction-sentiment-xgboost
Users that are interested in sp500-prediction-sentiment-xgboost are comparing it to the libraries listed below
Sorting:
- 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
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆17Updated 3 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆15Updated last year
- Design your own Trading Strategy☆37Updated last year
- ☆24Updated 6 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 3 years ago
- World Quant University Capstone Project - Swing Trading☆11Updated 2 years ago
- Developing a trend following model using futures☆31Updated last year
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆66Updated 5 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆18Updated 4 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- ☆22Updated 5 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- ☆22Updated 5 years ago
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆17Updated last year
- ☆19Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 4 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆34Updated 11 months ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆22Updated 3 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆11Updated 3 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆25Updated last year
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago