cpease00 / etf_forecastingLinks
Dashboard for monitoring Exchange Traded Funds (ETFs) incorporating machine learning models
☆28Updated 7 years ago
Alternatives and similar repositories for etf_forecasting
Users that are interested in etf_forecasting are comparing it to the libraries listed below
Sorting:
- • 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
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 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
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- An Interactive Brokers integration for Deephaven☆75Updated 3 weeks ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆54Updated 7 years ago
- Deep Neural Network Trading collection of Tensorflow Jupyter notebooks☆62Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 7 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆80Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆23Updated 6 years ago
- ☆36Updated 8 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 4 years ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆58Updated 5 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆59Updated 3 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- ☆15Updated 4 years ago
- We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Pe…☆58Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Developing a trend following model using futures☆38Updated 2 years ago
- A collection of notebooks I used in my Medium articles.☆142Updated 3 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆67Updated 5 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆69Updated this week
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Research and Backtests I have been working on...enjoy☆72Updated 4 years ago