jenniyanjie / successful-algorithmic-tradingLinks
the book with script
☆80Updated 8 years ago
Alternatives and similar repositories for successful-algorithmic-trading
Users that are interested in successful-algorithmic-trading are comparing it to the libraries listed below
Sorting:
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- High Frequency Trading☆110Updated 7 years ago
- Applying Deep Learning and NLP in Quantitative Trading☆107Updated 6 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆235Updated 3 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆167Updated 8 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Code and data for my blogs☆91Updated 4 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆61Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆65Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- ☆214Updated 8 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆94Updated 3 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆73Updated 7 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆266Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆66Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Barra-Multiple-factor-risk-model☆145Updated 8 years ago
- backtrader with DRL ( Deep Reinforcement Learning)☆69Updated 2 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆63Updated last year
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆51Updated 5 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 years ago
- ☆73Updated 3 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 years ago
- tools for alpha research☆23Updated 7 years ago
- An intelligent recommender system for stock analyzing, predicting and trading☆141Updated 3 years ago
- These are the code snippets used in the Backtrader for backtesting guide on the AlgoTrading101 website☆139Updated 3 years ago
- An event-driven backtester☆110Updated 5 years ago