felixenzogarofalo / AFML_in_catalystLinks
Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catalyst.
☆10Updated 5 years ago
Alternatives and similar repositories for AFML_in_catalyst
Users that are interested in AFML_in_catalyst are comparing it to the libraries listed below
Sorting:
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Updated 4 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 5 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Updated 6 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 5 years 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
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- tools for alpha research☆23Updated 7 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Updated 2 years ago
- ☆24Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 6 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strat…☆25Updated 6 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Fractal Adaptive Moving Average☆26Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- ☆73Updated 3 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- ☆12Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Unsupervised Learning to Market Behavior Forecasting Example☆41Updated 5 years ago
- My first high-frequency trading strategy using machine learning☆19Updated 3 years ago