hyperstripe50 / fractal-market-analysis
We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Peters' "Fractal Market Analysis" so, with apologies to the Authors, we attempt to fill this vacancy.
☆55Updated 2 years ago
Alternatives and similar repositories for fractal-market-analysis:
Users that are interested in fractal-market-analysis are comparing it to the libraries listed below
- Research Repo (Archive)☆73Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- ☆40Updated 4 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- Notebooks based on financial machine learning.☆50Updated 4 years ago
- Collection of indicators that I used in my strategies.☆52Updated 3 weeks ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆62Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- ☆24Updated 6 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated 2 months ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- ☆49Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Fractal Adaptive Moving Average☆25Updated 4 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆25Updated 4 years ago
- ☆37Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆116Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆53Updated 6 years ago
- ☆22Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Pairs trading strategy example based on Catalyst☆48Updated 6 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago