ashishpapanai / stockDLLinks
A financial deep learning library for stocks price prediction and comparison with traditional investment strategies. The Library is based on LSTM-Neural Networks and Conv1D + LSTM Neural Networks. Investments are subject to market risks, The AUTHOR HOLDS NO RESPONSIBILITY for any financial loss.
☆34Updated 3 years ago
Alternatives and similar repositories for stockDL
Users that are interested in stockDL are comparing it to the libraries listed below
Sorting:
- Backtesting the Fear and Greed Index and Put Call Ratio with Python and Backtrader☆120Updated 3 years ago
- Using Technical, Fundamental, and Sentimental Analysis with Machine Learning☆76Updated 5 years ago
- Some notebooks with powerful trading strategies.☆95Updated 4 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆121Updated 6 months ago
- Backtesting an algorithmic trading strategy using Machine Learning and Sentiment Analysis.☆44Updated 2 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆169Updated 3 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆98Updated 2 years ago
- materials from past webinars☆42Updated 5 months ago
- Quantamental finance research with python☆149Updated 3 years ago
- This repository contains the customized trading algorithms that I have created using the Quantopian IDE.☆127Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Event-Driven BackTesting Framework☆15Updated 6 years ago
- Option Calculator using Black-Scholes model and Binomial model☆171Updated 5 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆166Updated 5 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- This is a Python 3.0 project for analyzing stock prices and methods of stock trading. It uses native Python tools and Google TensorFlow …☆73Updated 2 years ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆68Updated this week
- Forex & Equities Trading Strategies using Machine Learning, Deep Learning and Statistical Techniques☆104Updated 6 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆115Updated 4 years ago
- ☆41Updated 4 years ago
- I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have …☆61Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Developed a deep learning model that allows trading firms to analyze large patterns of stock market data and look for possible permutatio…☆64Updated 6 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆147Updated last year
- ☆75Updated last year
- ☆114Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆120Updated last year
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆125Updated 3 years ago