gtfintechlab / CryptoBubbles-NAACL
☆20Updated 2 years ago
Related projects ⓘ
Alternatives and complementary repositories for CryptoBubbles-NAACL
- Code for PROFIT: Quantitative Day Trading From Natural Language Using Reinforcement Learning at NAACL 2021☆27Updated 3 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆30Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆49Updated 4 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆60Updated last year
- Cryptocurrency Valuation: An Explainable AI Approach☆15Updated last year
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆34Updated last year
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆56Updated 4 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- Application of VPIN in cyrptocurrency market.☆20Updated 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…☆12Updated 3 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆34Updated 2 years ago
- ☆41Updated 3 years ago
- detecting regime of financial market☆30Updated 2 years ago
- Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars☆17Updated 3 years ago
- Developing a trend following model using futures☆31Updated last year
- Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading." In Findings of ACL2021☆101Updated 3 years ago
- experiments with crypto trading☆16Updated 3 months ago
- Deep q learning on determining buy/sell signal and placing orders☆46Updated 5 years ago
- ☆20Updated 2 years ago
- A financial trading method using machine learning.☆58Updated last year
- ☆42Updated 2 years ago
- ☆14Updated last year
- ☆10Updated 5 years ago
- Adjusting an implementaion of AlphaZero to trading.☆27Updated 5 years ago
- Mean-Variance Optimization using DL (pytorch)☆27Updated 2 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆37Updated last year
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆28Updated 3 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆47Updated 4 years ago