jsgaston / Mastering-Algorithmic-Trading-with-Deep-Learning-A-Comprehensive-Guide-to-LSTM-Based-Trading-SystemsLinks
presents an in-depth exploration of a cutting-edge trading architecture that combines the predictive power of Long Short-Term Memory (LSTM) neural networks with the precise execution capabilities of MetaTrader 5.
☆13Updated 8 months ago
Alternatives and similar repositories for Mastering-Algorithmic-Trading-with-Deep-Learning-A-Comprehensive-Guide-to-LSTM-Based-Trading-Systems
Users that are interested in Mastering-Algorithmic-Trading-with-Deep-Learning-A-Comprehensive-Guide-to-LSTM-Based-Trading-Systems are comparing it to the libraries listed below
Sorting:
- Automated Trading Bot☆11Updated last year
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆12Updated 2 years ago
- High Frequency Market Making: Optimal Quoting☆13Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- Modular backtesting tools (Python)☆14Updated 3 months ago
- Mean-Variance Optimization with ESG score constraint☆15Updated 2 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆13Updated 3 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 …☆14Updated 4 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆19Updated 2 years ago
- ☆28Updated 4 years ago
- experiments with crypto trading☆17Updated last year
- Example of CTA strategy backtesting.☆20Updated 2 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Updated 2 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆23Updated 3 years ago
- ☆24Updated 6 years ago
- ☆24Updated 5 years ago
- 新一代API課程範例☆14Updated 4 months ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆18Updated 4 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Updated 2 years ago
- BASIC_PYTHON_TRADING_BOOK☆13Updated last year
- Option Strategy for Futures☆16Updated 5 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- ☆33Updated 2 years ago
- ☆14Updated 4 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- ☆23Updated 4 months ago
- A proof-of-concept algorithmic trading framework optimised in high-frequency and arbitrage trading☆11Updated 6 months ago
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆22Updated 2 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…☆15Updated 5 years ago