jacobeskin / Kalman-Filter-Trading-SystemLinks
Fully automated trading system, strategy based on Kalman filter
☆13Updated 7 years ago
Alternatives and similar repositories for Kalman-Filter-Trading-System
Users that are interested in Kalman-Filter-Trading-System are comparing it to the libraries listed below
Sorting:
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆53Updated 4 years ago
- finance☆43Updated 7 years ago
- ☆49Updated 8 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Updated 7 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 3 years ago
- Collections of snippets for trading I find interesting☆26Updated 5 months ago
- Multi Strategy Trading Algorithm☆48Updated 7 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 9 months ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Updated 8 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆28Updated 5 years ago
- ☆11Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- ☆28Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- ☆19Updated 5 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Updated 4 years ago
- ☆16Updated 3 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Gamma Scalping Trading Strategies☆19Updated 9 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆17Updated 8 years ago