decisivealpha / DecisiveMLLinks
Machine learning end-to-end research and trade execution
☆95Updated 4 years ago
Alternatives and similar repositories for DecisiveML
Users that are interested in DecisiveML are comparing it to the libraries listed below
Sorting:
- trend / momentum and other patterns in financial timeseries☆265Updated 3 years ago
- ☆138Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆262Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆117Updated 4 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆166Updated 3 years ago
- Quantopian Pairs Trading algorithm implementation.☆59Updated 7 years ago
- Technical Analysis Library Time-Series☆153Updated last month
- Simple backtesting software for options☆178Updated 9 months ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- Event-driven backtest/realtime quantitative trading system.☆73Updated 3 years ago
- ☆194Updated 5 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 2 weeks ago
- ☆126Updated 6 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆130Updated 2 years ago
- ☆212Updated 7 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Visual style support and resistance detection using Python code☆64Updated 6 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆132Updated 6 months ago
- Pipeline Extension for Live Trading☆207Updated last year
- Deep Q-Learning for Market Making☆124Updated 6 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Option visualization python package☆152Updated last year
- Quantamental finance research with python☆148Updated 2 years ago