jshellen / CTA-strategiesLinks
Backtest result archive for Momentum Trading Strategies
☆64Updated 6 years ago
Alternatives and similar repositories for CTA-strategies
Users that are interested in CTA-strategies are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆68Updated 3 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆29Updated 7 years ago
- ☆47Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Time Series Prediction of Volume in LOB☆58Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- CS7641 Team project☆97Updated 5 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 years ago
- ☆120Updated 7 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- Baruch MFE 2019 Spring☆43Updated 5 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- Delta hedging under SABR model☆40Updated last year
- ☆25Updated 7 years ago
- ☆33Updated 2 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- ☆24Updated 5 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- ☆52Updated 8 years ago
- Calibrates microprice model to BitMEX quote data☆60Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- ☆53Updated 4 years ago
- ☆65Updated 10 months ago