heliphix / btc_dataLinks
This repository contains the code and datasets for creating the machine learning models in the research paper titled "Time-series forecasting of Bitcoin prices using high-dimensional features: a machine learning approach"
☆53Updated 3 years ago
Alternatives and similar repositories for btc_data
Users that are interested in btc_data are comparing it to the libraries listed below
Sorting:
- Collection of indicators that I used in my strategies.☆55Updated 2 months ago
- ☆26Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- World Quant University Capstone Project - Swing Trading☆11Updated 2 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- ☆22Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- ☆49Updated 8 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆34Updated 2 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆66Updated 5 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- ☆14Updated 2 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- Trend Prediction for High Frequency Trading☆41Updated 2 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆80Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 3 years ago
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆45Updated 4 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Updated last year
- Trading Algorithms using technical indicators☆32Updated 4 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆38Updated 10 months ago
- CS7641 Team project☆95Updated 4 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆60Updated 3 years ago
- ☆40Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago