jo-cho / trading-rules-using-machine-learningLinks
Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
☆65Updated 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…☆14Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆86Updated 2 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- ☆42Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆21Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆64Updated 5 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- CS7641 Team project☆96Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- ☆40Updated 4 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 6 years ago
- ☆25Updated 7 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 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
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆53Updated 4 years ago
- Mean Reversion Trading Strategy☆26Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Example of order book modeling.☆58Updated 6 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 5 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago