gtfintechlab / CryptoBubbles-NAACLLinks
☆20Updated 3 years ago
Alternatives and similar repositories for CryptoBubbles-NAACL
Users that are interested in CryptoBubbles-NAACL are comparing it to the libraries listed below
Sorting:
- ☆38Updated last year
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 5 months ago
- [ACL 2021-Findings] Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading."☆122Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆121Updated 5 years ago
- Differential Privacy-inspired LSTM for Stock Prediction Using Financial News. NeurIPS Robust AI in Financial Services 2019.☆35Updated 5 years ago
- ☆31Updated 2 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆80Updated 11 months ago
- Predict bitcoin values using social sentiments (e.g. news and reddit posts)☆71Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- An open-source framework for reduction of overfitting of DRL agents in Finance☆71Updated 2 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆21Updated 4 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 years ago
- Fama French model on a subset of Canadian Equity data with Python☆49Updated 6 years ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- ☆73Updated 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
- ☆46Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆45Updated 2 years ago
- ☆20Updated 2 years ago
- Python script to fetch historical data from the Binance Public API☆35Updated 6 years ago
- Analysis of Twitter Sentiment to discover correlations with Bitcoin and other cryptocurrencies☆108Updated 7 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆67Updated 5 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆55Updated 5 years ago
- TensorFlow implementation of Z. Hu et al. "Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predict…☆29Updated last year
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 10 months ago
- Deep Reinforcement Learning For Trading☆107Updated last year