kieranjwood / x-trend
X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
β74Updated 11 months ago
Alternatives and similar repositories for x-trend:
Users that are interested in x-trend are comparing it to the libraries listed below
- Code base for the meta-labeling papers published with the Journal of Financial Data Scienceβ78Updated last year
- ππ¨ Deep Momentum Networks for Time Series Strategiesβ114Updated 4 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.β141Updated 8 months ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.β82Updated 3 years ago
- Notes on Advances in Financial Machine Learningβ76Updated 6 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Pythonβ83Updated 4 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (β¦β239Updated 2 years ago
- A financial trading method using machine learning.β58Updated last year
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'β51Updated last year
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative finβ¦β38Updated last year
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategyβ58Updated 4 years ago
- Literature survey of order execution strategies implemented in pythonβ41Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NEβ¦β56Updated 11 months ago
- CS7641 Team projectβ93Updated 4 years ago
- A curated list of Quantitative Finance papers.β46Updated last month
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assetsβ70Updated 2 months ago
- Attribution and optimisation using a multi-factor equity risk model.β31Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio β¦β43Updated 2 years ago
- β69Updated 4 years ago
- β46Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulationβ¦β128Updated 6 years ago
- Implemented some mathematical processings used in the Barra risk modelβ25Updated last year
- Mean Variance (Markowitz) Portfolio Optimization and Beyondβ62Updated 9 months ago
- β39Updated 3 years ago
- β21Updated last year
- Mean-Variance Optimization using DL (pytorch)β30Updated 2 years ago
- three stochastic volatility model: Heston, SABR, SVIβ84Updated 5 years ago
- Notebooks based on financial machine learning.β47Updated 4 years ago
- β26Updated last year
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolioβ¦β98Updated 2 years ago