Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prado.
☆16Jul 20, 2021Updated 5 years ago
Alternatives and similar repositories for meta_labeling_simplified
Users that are interested in meta_labeling_simplified are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Mar 27, 2023Updated 3 years ago
- In this work, the application of the Triple-Barrier Method and Meta-Labeling techniques are explored using XGBoost to develop a sentiment…☆23Feb 25, 2024Updated 2 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆21May 5, 2021Updated 5 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- Meta labeling is a method of determining the size of the bet.☆37Jun 8, 2022Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Notes on Advances in Financial Machine Learning by Marcos Lopez de Prado☆17Jan 26, 2020Updated 6 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Apr 22, 2021Updated 5 years ago
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆16Feb 28, 2023Updated 3 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 6 years ago
- Code implementations of my studies on the book Advances in Financial Machine Learning☆12May 18, 2020Updated 6 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆17Nov 20, 2020Updated 5 years ago
- Implementation of AFML Book☆22Jul 27, 2019Updated 6 years ago
- ☆15Feb 16, 2023Updated 3 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆20Sep 29, 2023Updated 2 years ago
- ☆15Feb 7, 2021Updated 5 years ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Dec 21, 2019Updated 6 years ago
- Notes on Advances in Financial Machine Learning☆85Dec 16, 2018Updated 7 years ago
- Contains all the Jupyter Notebooks used in our research☆15Mar 18, 2020Updated 6 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Apr 23, 2024Updated 2 years ago
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆10Sep 30, 2021Updated 4 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆28May 29, 2020Updated 6 years ago
- Code for paper Stock trading rule discovery with double deep Q-network☆14May 27, 2023Updated 3 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- ☆14Sep 21, 2023Updated 2 years ago
- My first high-frequency trading strategy using machine learning☆20Sep 16, 2022Updated 3 years ago
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆11Apr 20, 2016Updated 10 years ago
- Python Program to predict Intra-day stocks☆12Oct 30, 2018Updated 7 years ago
- High Frequency Trading strategies.☆46Dec 16, 2023Updated 2 years ago
- Counterfactual Explanations for Time Series Forecasting (ICDM 2023)☆16Feb 14, 2024Updated 2 years ago
- Financial Machine Learning Repository☆12Apr 25, 2024Updated 2 years ago
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆340Dec 16, 2023Updated 2 years ago
- ☆16Jan 27, 2022Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Mostly experiments based on "Advances in financial machine learning" book☆568Nov 29, 2020Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Apr 3, 2019Updated 7 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆11Jan 12, 2021Updated 5 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Feb 2, 2019Updated 7 years ago
- a wavelet-based multifractal image analysis tool implementing the WTMM (Wavelet Transform Modulus Maxima) method.☆11Feb 1, 2020Updated 6 years ago
- 基于C++的期货策略回测平台☆10Oct 3, 2019Updated 6 years ago
- Textless Speech-to-Music Retrieval Using Emotion Similarity [ICASSP23]☆17Aug 16, 2023Updated 2 years ago