jacobeskin / Kalman-Filter-Trading-System
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:
- ☆22Updated 5 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- ☆49Updated 8 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 5 years ago
- Phd repo☆16Updated 2 years ago
- ☆12Updated last year
- Vpin caculation and backtesting☆14Updated 5 years ago
- finance☆43Updated 7 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Option Strategy for Futures☆14Updated 4 years ago
- Python demo code for LOBSTER limit order book data☆12Updated 5 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Updated 7 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 7 years ago
- Forex news trading app built with java and Dukascopy API. Can open multiple orders and manage them during the news event. Includes strate…☆12Updated 6 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Market making strategies and scientific papers☆13Updated last year
- High Frequency Jump Prediction Project☆36Updated 4 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Updated 8 years ago
- ☆25Updated 9 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 7 months ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆22Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Updated 3 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago