lukebhan / TwitterSentimentAnalysisToolLinks
This tool is developed to scrape twitter data, process the data, and then create either an unsupervised network to identify interesting patterns or can be designed to specifically verify a concept or idea.
☆19Updated last year
Alternatives and similar repositories for TwitterSentimentAnalysisTool
Users that are interested in TwitterSentimentAnalysisTool are comparing it to the libraries listed below
Sorting:
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- Research Repo (Archive)☆75Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆50Updated 5 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆60Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆89Updated 2 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 6 months ago
- ☆73Updated 3 years ago
- kennedyCzar / STOCK-RETURN-PREDICTION-USING-KNN-SVM-GUASSIAN-PROCESS-ADABOOST-TREE-REGRESSION-AND-QDAForecast stock prices using machine learning approach. A time series analysis. Employ the Use of Predictive Modeling in Machine Learning …☆133Updated 3 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 3 months ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- applications for risk management through computational portfolio construction methods☆43Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆121Updated 3 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Design your own Trading Strategy☆39Updated last year
- Various python scripts to introduce mean reversion concepts.☆22Updated 7 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆201Updated last month
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Developed a deep learning model that allows trading firms to analyze large patterns of stock market data and look for possible permutatio…☆64Updated 6 years ago
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆44Updated 5 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆54Updated 4 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 5 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆61Updated 3 years ago
- ☆46Updated 3 years ago