Alternatives and similar repositories for AFML_in_catalyst

Users that are interested in AFML_in_catalyst are comparing it to the libraries listed below

• jo-cho / advances_in_financial_machine_learning
  Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado
  ☆3Updated 2 years ago
• doda / fincl
  Advancing in Financial Machine Learning
  ☆16Updated 5 years ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 7 years ago
• riyersk / HFTrading
  Building a High Frequency Trading Engine with Neural Networks
  ☆12Updated 7 years ago
• MislavSag / trademl
  The goal of the project is to build algorithmic trading system.
  ☆27Updated 4 years ago
• kanwardusaj / wqu_machinelearning_finance
  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
• keinsell / Hftish
  Alpaca-based Order Book Inbalace Algorithm.
  ☆12Updated 4 years ago
• istaaaa / ChannelBreakOutHFT
  Channel break out strategy for High Frequency Trading.
  ☆14Updated 7 years ago
• jo-cho / meta_labeling_simplified
  Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…
  ☆14Updated 3 years ago
• constancedongg / LASSO-in-HFT
  Apply LASSO in High-Frequency-Trading
  ☆9Updated 6 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆22Updated 5 years ago
• Hongtao-Lin / HFT-Prediction
  Machine learning approach to high frequency trading, MLP & RNN used
  ☆22Updated 9 years ago
• chenhq / Data-Mining-on-BTC-Trading-Statistics
  Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…
  ☆21Updated 6 years ago
• LianguangXue / VPIN
  Vpin caculation and backtesting
  ☆14Updated 5 years ago
• davidmoris688 / finlab
  ☆10Updated 2 years ago
• actuarialsnail / blsh-lob-bot
  Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)
  ☆17Updated 2 years ago
• iLampard / alphaware
  tools for alpha research
  ☆23Updated 7 years ago
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆18Updated 2 years ago
• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆25Updated 7 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆28Updated 5 years ago
• haosongQuant / OrderBook-Tick-Data-Trading
  verify OrderBook Tick Data Trading Strategy on futures.
  ☆15Updated 6 years ago
• benzyx / tamit2019
  High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.
  ☆19Updated 5 years ago
• anthonyng2 / Time-Series-Momentum
  ☆18Updated 8 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated last year
• z357412526 / HighFreqTransaction
  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
• MingyuZha / Deep_Learning_In_Limited_Order_Books
  Deep learning models for high-frequency financial data (limited order book)
  ☆19Updated 6 years ago
• cw-jang / adv_finance
  Implementation of AFML Book
  ☆21Updated 5 years ago
• AustenZhu / Deep-Reinforcement-Learning-in-Zipline
  Creating DRL infrastructure for Dynamic Beta with Zipline and Keras
  ☆15Updated 2 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago