fanannan / LPPL
Python implementation for solving log-periodic power law formulae for stock price prediction
☆22Updated 9 years ago
Related projects ⓘ
Alternatives and complementary repositories for LPPL
- Log-periodic power laws for critical phenomena☆14Updated 6 years ago
- This is a genetic algorithm implemented in python to solve the LPPL equation looking for market bubbles☆46Updated 4 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆55Updated last year
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆65Updated 7 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 2 years ago
- Find Black-Scholes implied volatility☆21Updated 6 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 6 years ago
- ☆44Updated 4 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- A model for forecasting stock volatility☆21Updated 7 years ago
- Dynamic lead/lag inference for time series☆15Updated 5 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆42Updated 6 years ago
- Volume Weighted Average Price Optimal Execution☆41Updated 5 years ago
- Advancing in Financial Machine Learning☆16Updated 4 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆103Updated 9 years ago
- very fast python backtesting framework based on amibroker backtesting methodology☆40Updated 6 years ago
- Root-finding algos, Black-Scholes and trees with Python☆42Updated 10 years ago
- Hexital - Incremental Technical Analysis Library☆14Updated this week
- Kelly Criterion calculation☆92Updated last year
- ☆10Updated 3 years ago
- stores market data from cryptofeed to kdb+☆23Updated 3 years ago
- ☆24Updated 8 years ago
- Literature survey of order execution strategies implemented in python☆38Updated 4 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 5 years ago
- By means of stochastic volatility models☆41Updated 4 years ago
- ☆44Updated 5 months ago
- finance☆43Updated 7 years ago
- Code for various data snooping tests on financial time series.☆18Updated 9 years ago
- Example of order book modeling.☆57Updated 5 years ago
- CVXPY Portfolio Optimization Sample☆43Updated 7 years ago