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:
- finance☆43Updated 8 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆40Updated 5 years ago
- ☆23Updated 6 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆37Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Updated 8 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆37Updated 9 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Updated 7 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Option Strategy for Futures☆17Updated 5 years ago
- Regime-Switching Model☆19Updated 8 years ago
- Collections of snippets for trading I find interesting☆28Updated 11 months ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆16Updated 6 years ago
- This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strat…☆25Updated 6 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆23Updated 4 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 7 years ago
- An implementation of a stock market trading bot, which uses Deep Q Learning☆24Updated 3 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Code for thesis project on applying reinforcement learning to algorithmic trading☆33Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆65Updated 6 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- ☆32Updated 2 years ago
- Stock and Forex market prediction using ML and time-series modelling☆39Updated 7 years ago
- ☆49Updated 8 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago