aticio / legitindicatorsLinks
Collection of indicators that I used in my strategies.
☆56Updated 3 months ago
Alternatives and similar repositories for legitindicators
Users that are interested in legitindicators are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆84Updated 2 years ago
- Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time seri…☆109Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- Research Repo (Archive)☆74Updated 4 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆65Updated 4 years ago
- ☆40Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated last year
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆60Updated 6 years ago
- ☆139Updated 2 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- ☆75Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆47Updated 5 years ago
- algo trading backtesting on BitMEX☆78Updated last year
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆58Updated 4 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆66Updated 5 years ago
- Event-driven backtest/realtime quantitative trading system.☆75Updated 3 years ago
- A python script that estimates the support and resistance lines of a stock's prices or a period☆76Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆80Updated last year
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 2 months ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆84Updated 4 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆101Updated 3 months ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 3 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 6 years ago