aravanshad / stock-movement-prediction
Prediction of stock market using high-frequency data
☆8Updated 6 years ago
Alternatives and similar repositories for stock-movement-prediction:
Users that are interested in stock-movement-prediction are comparing it to the libraries listed below
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆23Updated 2 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆26Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 2 months ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Calculate Black Scholes Implied Volatility - Vectorwise☆16Updated 4 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
- Implements different approaches to tactical and strategic asset allocation☆31Updated 4 months ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 5 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆35Updated 6 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 3 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆21Updated 6 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- ☆19Updated 4 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆60Updated 3 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆14Updated 5 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Updated 6 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆18Updated last year
- Pair Trading Strategy using Machine Learning written in Python☆117Updated 2 years ago
- ☆24Updated 2 years ago
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆16Updated 2 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Deep Trading using Convolutional Neural Network☆28Updated 7 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- FFT-based Option Pricing Methods in Python☆59Updated 6 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆60Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆124Updated 5 years ago
- Gerber robust statistics for portfolio optimization☆57Updated 2 years ago