lamres / TrendBreakerPL_PSO_backtraderLinks
Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.
☆19Updated 5 years ago
Alternatives and similar repositories for TrendBreakerPL_PSO_backtrader
Users that are interested in TrendBreakerPL_PSO_backtrader are comparing it to the libraries listed below
Sorting:
- Example of order book modeling.☆58Updated 6 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆51Updated 5 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 7 years ago
- ☆49Updated 8 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- High Frequency Trading☆110Updated 7 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆21Updated 6 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆55Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 5 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书 高。🚩🇨🇳🏹🦔中科红旗，…☆50Updated 6 months ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Example of adaptive trend following strategy based on Renko☆124Updated 6 years ago
- ☆25Updated 7 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 7 years ago
- Collections of snippets for trading I find interesting☆27Updated 9 months ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago