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.☆38Jun 8, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Notes on Advances in Financial Machine Learning by Marcos Lopez de Prado☆27Jan 26, 2020Updated 6 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆33Apr 22, 2021Updated 5 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 7 years ago
- ☆15Feb 16, 2023Updated 3 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 3 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆20Sep 29, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆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☆87Dec 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 …☆28Updated this week
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆10Sep 30, 2021Updated 5 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
- ☆14Sep 21, 2023Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- My first high-frequency trading strategy using machine learning☆20Sep 16, 2022Updated 4 years ago
- LSTM Neural Network for Time Series Prediction (master): LSTM built using Keras Python package to predict time series steps and sequences…☆11Jul 24, 2019Updated 7 years ago
- Python Program to predict Intra-day stocks☆12Oct 30, 2018Updated 7 years ago
- In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Ne…☆22Apr 29, 2021Updated 5 years ago
- ☆12Mar 25, 2023Updated 3 years ago
- Counterfactual Explanations for Time Series Forecasting (ICDM 2023)☆16Feb 14, 2024Updated 2 years ago
- High Frequency Trading strategies.☆49Dec 16, 2023Updated 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…☆339Dec 16, 2023Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆16Jan 27, 2022Updated 4 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆570Nov 29, 2020Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆55Apr 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☆11Oct 3, 2019Updated 7 years ago