decisivealpha / DecisiveMLLinks
Machine learning end-to-end research and trade execution
☆100Updated 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☆275Updated 4 years ago
- Source code for my personal blog☆194Updated last month
- Simple backtesting software for options☆187Updated last year
- To classify trades into buyer- and seller-initiated.☆151Updated 2 years ago
- ☆214Updated 8 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆266Updated 2 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆172Updated 3 years ago
- ☆116Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Generate various Alternative Bars both historically and at real-time.☆36Updated 3 years ago
- Pair Trading Strategy using Machine Learning written in Python☆121Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆245Updated last year
- Event-driven backtest/realtime quantitative trading system.☆76Updated 3 years ago
- Visualisation for auction market theory with live charts☆124Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 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
- Historical market data downloader using Interactive Brokers TWS☆59Updated 6 years ago
- Option and stock backtester / live trader☆271Updated 9 months ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆136Updated 2 months ago
- ☆128Updated 2 weeks ago
- Research Repo (Archive)☆75Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 4 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆68Updated 4 years ago
- ☆195Updated 5 years ago
- Master repository for the pandas-ml modules☆163Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable☆57Updated 6 years ago
- Forex & Equities Trading Strategies using Machine Learning, Deep Learning and Statistical Techniques☆106Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆90Updated 2 years ago