chenhq / Data-Mining-on-BTC-Trading-StatisticsView external linksLinks
Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors performance
☆23Jul 29, 2018Updated 7 years ago
Alternatives and similar repositories for Data-Mining-on-BTC-Trading-Statistics
Users that are interested in Data-Mining-on-BTC-Trading-Statistics are comparing it to the libraries listed below
Sorting:
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Alpha,deap,数字货币☆14Dec 9, 2020Updated 5 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated last year
- 虚拟币 跨市场 做市套利策略实现 基于VNPY☆13Oct 7, 2019Updated 6 years ago
- Advanced trend detection and labelling for time series with Python☆21Oct 21, 2025Updated 3 months ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Dec 12, 2021Updated 4 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated 10 months ago
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆14Feb 28, 2023Updated 2 years ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Dec 21, 2019Updated 6 years ago
- ☆12Jul 19, 2020Updated 5 years ago
- 基于基因表达式规划算法的因子挖掘☆36Sep 1, 2021Updated 4 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆26Jan 5, 2023Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆26Oct 13, 2022Updated 3 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆35Aug 26, 2024Updated last year
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Dec 12, 2021Updated 4 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆10Jun 5, 2022Updated 3 years ago
- Knowledgebase— a collection of information for quantitative finance, insurance, mathematics and AI—This serves as a sprawling notebook of…☆14Jun 4, 2025Updated 8 months ago
- Backtest and run stock trading CFD strategies tick by tick☆13Mar 29, 2021Updated 4 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- Code for paper Stock trading rule discovery with double deep Q-network☆14May 27, 2023Updated 2 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆17Mar 21, 2019Updated 6 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 4 years ago
- ☆15Jun 10, 2020Updated 5 years ago
- 基于freqtrade的DcaTp量化策略☆26Dec 27, 2025Updated last month
- Python implementation of the basic model described in Chan, Nicholas Tung, and Christian Shelton. "An electronic market-maker."☆17Aug 27, 2023Updated 2 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆19Sep 29, 2023Updated 2 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆38Sep 9, 2023Updated 2 years ago
- 升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线☆67Feb 8, 2024Updated 2 years ago
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 2 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- Built a trading algorithm in Python for the Tesla stocks returning in 39% higher returns than a simple buy and hold strategy, over a peri…☆19Aug 3, 2019Updated 6 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆19May 4, 2021Updated 4 years ago
- 改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆22Mar 20, 2024Updated last year
- 做市商交易(期货)，基于Tick价差的交易策略☆22Jan 31, 2018Updated 8 years ago
- Some practices in HFT☆14Mar 6, 2023Updated 2 years ago
- Alpha研究平台☆21Sep 6, 2021Updated 4 years ago