gpanterov / genetic_algorithms_tradingLinks
A method of using genetic algorithm to optimize trading strategies based on technical indicators
☆9Updated 10 years ago
Alternatives and similar repositories for genetic_algorithms_trading
Users that are interested in genetic_algorithms_trading are comparing it to the libraries listed below
Sorting:
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 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
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 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
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- ☆19Updated 4 years ago
- CVXPY Portfolio Optimization Sample☆46Updated 8 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆17Updated 7 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 5 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 6 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- Limit order book model with Poissonian order flow.☆10Updated 7 years ago
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆9Updated 3 years ago
- ☆22Updated 5 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆14Updated 5 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆43Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆10Updated 9 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 9 months ago
- Trend Prediction for High Frequency Trading☆41Updated 2 years ago