Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
☆71Mar 27, 2023Updated 3 years ago
Alternatives and similar repositories for trading-rules-using-machine-learning
Users that are interested in trading-rules-using-machine-learning 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 trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆16Jul 20, 2021Updated 5 years ago
- ☆12Mar 25, 2023Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆104Mar 10, 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
- 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.
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆202Feb 16, 2024Updated 2 years ago
- My first high-frequency trading strategy using machine learning☆20Sep 16, 2022Updated 3 years ago
- Example of order book modeling.☆58Jun 18, 2019Updated 7 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 3 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago
- Notes on Advances in Financial Machine Learning☆85Dec 16, 2018Updated 7 years ago
- Source code for the course "Deep Reinforcement Learning for High-Frequency Trading" held at the Ukrainian Catholic University / Czech Tec…☆20Sep 11, 2022Updated 3 years ago
- I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financi…☆21Jan 11, 2023Updated 3 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆27Apr 23, 2024Updated 2 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.
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆20Sep 29, 2023Updated 2 years ago
- 回測台指期日內當沖交易,若在開盤後在不同點位進場,持有至收盤出場,統計此交易策略的報酬。☆10Feb 8, 2025Updated last year
- ☆15Feb 7, 2021Updated 5 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- ☆21Jun 28, 2022Updated 4 years ago
- Financial Machine Learning Repository☆12Apr 25, 2024Updated 2 years ago
- Phd repo☆18Jul 14, 2022Updated 4 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
- 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.
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆634Mar 19, 2026Updated 4 months ago
- experiments with pair trading☆344Dec 10, 2024Updated last year
- This Python Jupyter notebook explores conservative "all weather" investment portfolios☆26Sep 8, 2022Updated 3 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆188Sep 28, 2019Updated 6 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆96Mar 12, 2021Updated 5 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Apr 22, 2021Updated 5 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Momentum and position based trading strategy analysis☆11May 31, 2017Updated 9 years ago
- ☆26Sep 19, 2021Updated 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.
- 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
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆56Nov 7, 2023Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆73Mar 4, 2024Updated 2 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆10Nov 30, 2022Updated 3 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆30Aug 29, 2020Updated 5 years ago