kieranjwood / x-trend
X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
☆74Updated last year
Alternatives and similar repositories for x-trend:
Users that are interested in x-trend are comparing it to the libraries listed below
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆116Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆83Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆76Updated 6 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆52Updated last year
- CS7641 Team project☆93Updated 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.☆147Updated 9 months ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆59Updated 4 years ago
- ☆47Updated 3 years ago
- Research Repo (Archive)☆71Updated 4 years ago
- A financial trading method using machine learning.☆60Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- ☆39Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆59Updated last year
- Notebooks based on financial machine learning.☆48Updated 4 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆84Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆50Updated 5 years ago
- Time Series Prediction of Volume in LOB☆56Updated 10 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆38Updated last year
- Probability of Backtest Overfitting in Python☆121Updated last year
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆28Updated 11 months ago
- Implemented some mathematical processings used in the Barra risk model☆26Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆54Updated last year
- ☆69Updated 4 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆71Updated 3 months ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 10 months ago
- Literature survey of order execution strategies implemented in python☆41Updated 4 years ago