jacquesvcritien / fyp
Final Year Project
☆22Updated 3 years ago
Alternatives and similar repositories for fyp:
Users that are interested in fyp are comparing it to the libraries listed below
- ☆39Updated 4 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆25Updated 11 months 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
- A financial trading method using machine learning.☆60Updated 2 years ago
- ☆19Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆61Updated last year
- In this work an application of the Triple-Barrier Method and Meta-Labeling techniques is explored with XGBoost for the creation of a sent…☆20Updated last year
- experiments with crypto trading☆16Updated 8 months ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- ☆22Updated 5 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Cryptocurrency Valuation: An Explainable AI Approach☆15Updated 2 years ago
- Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars☆18Updated 3 years ago
- ☆26Updated 7 months ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- ☆19Updated last year
- Time Series Prediction of Volume in LOB☆57Updated last year
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- ☆21Updated 5 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆33Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆22Updated 3 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆29Updated last year
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago