izikeros / trend_classifierLinks
Library for automated signal segmentation, trend classification and analysis.
☆30Updated 11 months ago
Alternatives and similar repositories for trend_classifier
Users that are interested in trend_classifier are comparing it to the libraries listed below
Sorting:
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- ☆42Updated 2 years ago
- Collection of indicators that I used in my strategies.☆56Updated 3 months ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago
- ☆75Updated last year
- A python library for testing and optimizing trading strategies.☆51Updated 10 months ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- ☆28Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Quantitative finance and derivative pricing☆19Updated last week
- Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market☆14Updated 2 years ago
- ☆40Updated 4 years ago
- ☆26Updated 10 months ago
- Risk tools for commodities trading and finance☆31Updated 3 weeks ago
- Implementation of algorithmic trading using reinforcement learning.☆29Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 11 months ago
- Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.☆153Updated 5 months ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 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…☆46Updated 5 months ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆55Updated 2 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆44Updated 3 months ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆51Updated last week
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Updated last year
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Different quantitative trading models research☆53Updated 7 months ago
- ☆52Updated 6 months ago