kanwardusaj / wqu_machinelearning_financeLinks
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:
- ☆11Updated 7 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆10Updated 5 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- ☆11Updated 6 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- ☆24Updated 5 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Python demo code for LOBSTER limit order book data☆13Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Updated 8 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 2 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Updated 7 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Vpin caculation and backtesting☆14Updated 6 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- ☆10Updated 2 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- ☆12Updated 2 years ago
- Option Strategy for Futures☆15Updated 5 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆14Updated 5 years ago
- High-Frequency-Trading Strategies in XAU/USD based on MER (Mean-Reverting) and BO (Break Out)☆10Updated 4 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Updated 5 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Collections of snippets for trading I find interesting☆27Updated 8 months ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Application of Machine Learning Algorithms to Intraday Stock Trading Based on Demand Zones☆15Updated 6 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Updated 4 years ago