anxxos / sp500-prediction-sentiment-xgboostView external linksLinks
In this work, the application of the Triple-Barrier Method and Meta-Labeling techniques are explored using XGBoost to develop a sentiment-based trading signal for the S&P 500 stock market index. The results indicate that sentiment data possess predictive power; however, substantial work remains before a fully implementable strategy can be realiz…
☆22Feb 25, 2024Updated 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…☆15Jul 20, 2021Updated 4 years ago
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆14Feb 28, 2023Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Mar 27, 2023Updated 2 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆27Apr 23, 2024Updated last year
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆51Nov 7, 2023Updated 2 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆19Sep 29, 2023Updated 2 years ago
- Advanced trend detection and labelling for time series with Python☆21Oct 21, 2025Updated 3 months ago
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆10Sep 30, 2021Updated 4 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated 10 months ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Dec 21, 2019Updated 6 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 5 years ago
- Python Program to predict Intra-day stocks☆12Oct 30, 2018Updated 7 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 5 years ago
- Meta labeling is a method of determining the size of the bet.☆32Jun 8, 2022Updated 3 years ago
- Tushare数据源，网格策略，年化轻松10%以上；Grid Trading with Tushare; Annual Percentage Rate >10% tested on Ping An Insurance（Group）Company of China sinc…☆12Apr 18, 2021Updated 4 years ago
- World Quant University Capstone Project - Swing Trading☆13Jun 22, 2022Updated 3 years ago
- ☆15Feb 16, 2023Updated 3 years ago
- LightGBM Baseline Model for Quant Trading☆10Jan 11, 2019Updated 7 years ago
- Code for paper Stock trading rule discovery with double deep Q-network☆14May 27, 2023Updated 2 years ago
- A novel stock market trend forecasting system using fuzzy logic☆14Oct 31, 2020Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Mar 10, 2023Updated 2 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 …☆16Nov 10, 2021Updated 4 years ago
- Project shows that real-time Twitter data can be used to predict market movement of Bitcoin Price. The goal of this project is to prove w…☆14Apr 23, 2021Updated 4 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 4 years ago
- Order Imbalance Trading Simulation R Code☆16Sep 9, 2019Updated 6 years ago
- Web app for pandas-ta indicators☆18Mar 18, 2024Updated last year
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆28Nov 10, 2021Updated 4 years ago
- DerivX Core Library☆20Sep 12, 2024Updated last year
- This repo is for my articles published on Medium.com☆16Mar 8, 2023Updated 2 years ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Nov 9, 2023Updated 2 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆22Jul 29, 2018Updated 7 years ago
- Neural networks can detect model-free arbitrage static strategies☆17Jul 6, 2023Updated 2 years ago
- ☆47Nov 16, 2021Updated 4 years ago
- Phd repo☆17Jul 14, 2022Updated 3 years ago
- I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financi…☆21Jan 11, 2023Updated 3 years ago
- A quantitative trading strategy backtester with an interactive dashboard. Enables users to implement, test, and visualise trading strateg…☆30Jan 18, 2026Updated last month
- ☆23Mar 29, 2022Updated 3 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆21May 5, 2021Updated 4 years ago
- This project aims to select a supervised algorithm that can predict stock prices basing on historical data and use the predictor generate…☆19Dec 15, 2018Updated 7 years ago