arniwesth / the-winton-stock-market-challenge
In this recruiting competition, Winton challenges you to take on the very difficult task of predicting the future (stock returns).
☆8Updated 4 years ago
Related projects: ⓘ
- Exploring Optimal Order Execution in Simulated Limit Order Books☆15Updated last year
- Backtesting tool on tick data☆10Updated 7 years ago
- Using Q-learning to better navigate orderbooks.☆19Updated 6 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆25Updated 4 years ago
- archiving old code☆24Updated 6 years ago
- CVXPY Portfolio Optimization Sample☆42Updated 7 years ago
- Machine Learning for Trading☆14Updated 6 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆25Updated 4 years ago
- Advancing in Financial Machine Learning☆16Updated 4 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆39Updated 6 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆48Updated 2 years ago
- Hedging portfolios with reinforcement learning.☆33Updated 7 years ago
- XTX Forecasting Challenge https://challenge.xtxmarkets.com/☆8Updated 4 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆21Updated 6 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆35Updated 6 years ago
- Use Neural Network as a trading strategy model☆27Updated 7 years ago
- ☆21Updated 4 years ago
- ☆19Updated 4 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 8 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- ☆10Updated 7 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- Machine Learning for Quantitative Finance☆22Updated 6 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆12Updated last year
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Updated 4 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆29Updated 7 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 5 years ago
- This project deals with the use of machine learning to predict changes in stock values as well as we incorporating study on effect of dif…☆13Updated 6 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆55Updated last year