jo-cho / trading-rules-using-machine-learningLinks
Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
☆66Updated 2 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
Sorting:
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆67Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆88Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- ☆42Updated 2 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- ☆25Updated 7 years ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆54Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- CS7641 Team project☆96Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆47Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- Mean Reversion Trading Strategy☆26Updated 4 years ago
- ☆41Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆49Updated 5 years ago
- Delta hedging under SABR model☆34Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- ☆24Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆61Updated 2 years ago