fzn0728 / svmLinks
SVM for stock/index prediction
☆14Updated 9 years ago
Alternatives and similar repositories for svm
Users that are interested in svm are comparing it to the libraries listed below
Sorting:
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 6 years ago
- ☆24Updated 5 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Updated 7 years ago
- Stock Market Prediction Using Unsupervised Features☆53Updated 7 years ago
- ☆40Updated 8 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
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆37Updated 5 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆13Updated 7 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Updated 8 years ago
- # Bayesian-Regression-to-Predict-Bitcoin-Price-Variations Predicting the price variations of bitcoin, a virtual cryptographic currency. T…☆22Updated 7 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Updated 6 years ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆17Updated 10 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- High Frequency Trading☆110Updated 7 years ago
- Stock Prediction with XGBoost: A Technical Indicators' approach☆31Updated 6 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆53Updated 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
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆22Updated 7 years ago
- I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…☆14Updated 6 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 5 years ago
- ☆18Updated 6 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- 实行gamma scalping策略时的期权组合选择工具☆18Updated 6 years ago
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆14Updated 6 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 7 years ago