dreyhsu / Meta_Labeling
Meta labeling is a method of determining the size of the bet.
☆21Updated 2 years ago
Alternatives and similar repositories for Meta_Labeling:
Users that are interested in Meta_Labeling are comparing it to the libraries listed below
- A financial trading method using machine learning.☆60Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆54Updated 6 years ago
- Collection of indicators that I used in my strategies.☆52Updated 3 weeks ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆62Updated last year
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆62Updated 3 years ago
- In this work an application of the Triple-Barrier Method and Meta-Labeling techniques is explored with XGBoost for the creation of a sent…☆20Updated last year
- ☆37Updated 2 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆54Updated 2 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆47Updated 5 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆66Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- detecting regime of financial market☆36Updated 2 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆22Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆116Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆55Updated last year
- ☆20Updated 2 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆29Updated last year
- ☆40Updated 4 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆37Updated 3 months ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- Package to build risk model for factor pricing model☆24Updated 9 months ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆82Updated 4 years ago
- ☆49Updated 4 years ago