dreyhsu / Meta_LabelingLinks
Meta labeling is a method of determining the size of the bet.
☆31Updated 3 years ago
Alternatives and similar repositories for Meta_Labeling
Users that are interested in Meta_Labeling are comparing it to the libraries listed below
Sorting:
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Collection of indicators that I used in my strategies.☆58Updated 6 months ago
- ☆76Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆90Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆81Updated 6 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆108Updated last week
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆84Updated last year
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆73Updated 3 years ago
- An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…☆58Updated 3 weeks ago
- ☆45Updated 2 years ago
- ☆41Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆45Updated 9 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆71Updated last year
- public version of MLFINLAB from Hudson-Thames☆25Updated 3 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 8 months ago
- ☆61Updated 9 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Different quantitative trading models research☆54Updated 10 months ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- Deep Q-Learning Applied to Algorithmic Trading☆28Updated 4 months ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆87Updated 4 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆95Updated 4 years ago
- Research Repo (Archive)☆75Updated 5 years ago