asaficontact / learning_to_beat_the_random_walkLinks
In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM), Artificial Neural Networks (ANN), and Sentiment Analysis in an effort to predict the directional changes in exchange rates for a list of developed and developing countries.
☆11Updated 3 years ago
Alternatives and similar repositories for learning_to_beat_the_random_walk
Users that are interested in learning_to_beat_the_random_walk are comparing it to the libraries listed below
Sorting:
- Research Repo (Archive)☆74Updated 5 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆96Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- ☆47Updated 2 years ago
- Time Series Prediction of Volume in LOB☆59Updated last year
- Notes on Advances in Financial Machine Learning☆82Updated 7 years ago
- ☆65Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆69Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆80Updated 2 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆124Updated 3 years ago
- CS7641 Team project☆97Updated 5 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- ☆25Updated 7 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- ☆77Updated last year
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆57Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- ☆24Updated 5 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆41Updated last year
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆39Updated 5 years ago
- Baruch MFE 2019 Spring☆44Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago