davidmoris688 / finlabLinks
☆10Updated 2 years ago
Alternatives and similar repositories for finlab
Users that are interested in finlab are comparing it to the libraries listed below
Sorting:
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- ☆19Updated 5 years ago
- 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
- ☆16Updated 4 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- Collections of snippets for trading I find interesting☆26Updated 5 months ago
- Market making strategies and scientific papers☆13Updated last year
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 9 months ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 3 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 4 months ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Updated 5 years ago
- ☆26Updated 10 months ago
- ☆14Updated 4 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Updated 3 years ago
- ☆12Updated last year
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- experiments with crypto trading☆16Updated 11 months ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 2 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆21Updated last year
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆12Updated 4 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆11Updated 2 years ago