davidmoris688 / finlab
☆10Updated last year
Related projects ⓘ
Alternatives and complementary repositories for finlab
- ☆16Updated 3 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated last year
- Exploring Optimal Order Execution in Simulated Limit Order Books☆15Updated last year
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Updated 3 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆11Updated last year
- ☆12Updated last year
- Advancing in Financial Machine Learning☆16Updated 4 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆19Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆12Updated 3 years ago
- Collections of snippets for trading I find interesting☆23Updated last year
- ☆12Updated last year
- ☆26Updated 2 months ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆10Updated 4 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 2 years ago
- ☆15Updated 4 years ago
- Blaze☆12Updated 3 years ago
- Market making strategies and scientific papers☆12Updated last year
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 6 years ago
- Vpin caculation and backtesting☆13Updated 5 years ago
- A financial trading method using machine learning.☆58Updated last year
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆11Updated last year
- ☆18Updated 4 years ago
- ☆15Updated 2 years ago
- ☆20Updated 4 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆14Updated 3 years ago