fzn0728 / svmLinks
SVM for stock/index prediction
☆14Updated 8 years ago
Alternatives and similar repositories for svm
Users that are interested in svm are comparing it to the libraries listed below
Sorting:
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆16Updated 9 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 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 5 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- 上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险☆27Updated 6 years ago
- 把回测从vnpy抽出来，换成py3.5的，把wind的数据写进mongodb，数据结构参考vnpy的，增加遗传算法对策略的回测☆41Updated 7 years ago
- ☆23Updated 5 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Updated 7 years ago
- ☆39Updated 8 years ago
- ☆18Updated 6 years ago
- 实行gamma scalping策略时的期权组合选择工具☆16Updated 6 years ago
- Just another backtester☆21Updated this week
- Alpha研究平台☆21Updated 3 years ago
- # Bayesian-Regression-to-Predict-Bitcoin-Price-Variations Predicting the price variations of bitcoin, a virtual cryptographic currency. T…☆22Updated 7 years ago
- Stock Market Prediction Using Unsupervised Features☆54Updated 6 years ago
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆20Updated 6 years ago
- This project deals with the use of machine learning to predict changes in stock values as well as we incorporating study on effect of dif…☆13Updated 7 years ago
- Stock Prediction with XGBoost: A Technical Indicators' approach☆30Updated 6 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- 带界面的PandoraTrader☆13Updated 4 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 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
- A project that uses Reinforcement Learning (Q-Learning) to trade stock.☆10Updated 8 years ago
- 计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数☆126Updated 5 years ago
- A trading bot that utilizes a Long Short Term Memory (LSTM) Neural Network and other analysis methods☆30Updated 9 years ago
- a new version of pyktrader☆40Updated 6 months ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆13Updated 7 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