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

• jerrytigerxu / Pairs-Trading
  ☆23Updated 6 years ago
• AntoBr96 / CNN-LSTM_Limit_Order_Book
  This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …
  ☆36Updated 5 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆56Updated 5 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 7 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆16Updated 5 years ago
• alanfu / GammaScalping
  Gamma Scalping Trading Strategies
  ☆22Updated 9 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 6 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• Liuyi-Hu / regime_switch_model
  Regime-Switching Model
  ☆20Updated 8 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆43Updated 3 years ago
• thertrader / Lobster-Python-Demo-Code
  Python demo code for LOBSTER limit order book data
  ☆13Updated 5 years ago
• MSTADreamTeam / MSTA
  Multi Strategy Trading Algorithm
  ☆48Updated 8 years ago
• riyersk / HFTrading
  Building a High Frequency Trading Engine with Neural Networks
  ☆12Updated 7 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆59Updated 6 years ago
• erectfully / Hftish
  Alpaca-based Order Book Inbalace Algorithm.
  ☆12Updated 5 years ago
• RoughStochVol / small-time_asymptotics_fractional
  Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
  ☆12Updated 8 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 7 years ago
• Weichong515 / Algo-Trading-14
  Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm
  ☆15Updated 6 years ago
• BlackArbsCEO / option_skew_project_public
  ☆36Updated 8 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago
• felixpatzelt / priceprop
  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
  ☆25Updated 7 years ago
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆30Updated 5 years ago
• lamres / hmm_market_behavior
  Unsupervised Learning to Market Behavior Forecasting Example
  ☆41Updated 5 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• historycapital / Machine_Learning_Trading_System
  machine learning trading system using random decision tree to train the technical indicators
  ☆10Updated 8 years ago
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆18Updated 3 years ago
• tiagomonteirocardoso / Deep-Reinforcement-Learning-in-MultiDimensional-Pairs-Trading
  A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed
  ☆21Updated 7 years ago
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆50Updated 7 years ago
• SvenBecker / TAA-PG
  Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).
  ☆33Updated 6 years ago