dstreetquant / pyVWAPTradingSignalSystem
A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal
☆17Updated 7 years ago
Alternatives and similar repositories for pyVWAPTradingSignalSystem:
Users that are interested in pyVWAPTradingSignalSystem are comparing it to the libraries listed below
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- 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
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆22Updated 3 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 5 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- Market making strategies and scientific papers☆13Updated last year
- ☆22Updated 5 years ago
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- ☆19Updated 4 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆12Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- ☆11Updated 6 years ago
- ☆24Updated 6 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago