charlessutton / OLMARLinks
Predictive analysis of the OLMAR algorithm
☆13Updated 8 years ago
Alternatives and similar repositories for OLMAR
Users that are interested in OLMAR are comparing it to the libraries listed below
Sorting:
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆28Updated 5 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- Fear and volatility in crypto markets☆14Updated 2 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- ☆11Updated 7 years ago
- A model for forecasting stock volatility☆22Updated 8 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 9 months ago
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- finance☆43Updated 7 years ago
- Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices☆12Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 7 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- Python code for Bayesian Conditional Cointegration☆18Updated 8 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- ☆12Updated last year
- Apply LASSO in High-Frequency-Trading☆9Updated 6 years ago
- ☆25Updated 9 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- Reinforcement learning environment for trading☆15Updated 7 years ago
- Fully automated trading system, strategy based on Kalman filter☆13Updated 7 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago
- ☆35Updated 7 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Updated 8 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 9 years ago