kanwardusaj / wqu_machinelearning_finance
Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's Advances in Financial Machine Learning textbook.
☆11Updated 4 years ago
Alternatives and similar repositories for wqu_machinelearning_finance
Users that are interested in wqu_machinelearning_finance are comparing it to the libraries listed below
Sorting:
- ☆12Updated last year
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Python demo code for LOBSTER limit order book data☆12Updated 5 years ago
- ☆19Updated 4 years ago
- ☆11Updated 7 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 5 years ago
- ☆35Updated 7 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆10Updated 4 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Option Strategy for Futures☆14Updated 4 years ago
- Market making strategies and scientific papers☆13Updated last year
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- ☆27Updated 6 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Updated 8 years ago
- ☆11Updated 6 years ago
- Testing trading signals of commodity futures☆16Updated 5 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- Collections of snippets for trading I find interesting☆26Updated 3 months ago
- ☆22Updated 5 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Updated 6 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago