m1balcerak / financial_labels
Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/2012.03078
☆24Updated 2 years ago
Alternatives and similar repositories for financial_labels:
Users that are interested in financial_labels are comparing it to the libraries listed below
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Updated 2 years ago
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Skillset Challenge for the Apprenticeship Program☆20Updated 3 years ago
- ☆27Updated 6 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- Collections of snippets for trading I find interesting☆26Updated 3 months ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- ☆35Updated 7 years ago
- ☆22Updated 2 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 5 years ago
- Asynchronous financial data management☆21Updated 7 years ago
- ☆17Updated 2 years ago
- XTX Forecasting Challenge https://challenge.xtxmarkets.com/☆9Updated 5 years ago
- Numerai Signal Miner☆27Updated 2 months ago
- List of portfolio management resources, using Reinforcement Learning.☆41Updated last year
- Time Series Prediction of Volume in LOB☆57Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- my talk for credit suisse☆38Updated last week
- Hawkes with Latency☆20Updated 4 years ago
- Hierarchical Risk Parity☆28Updated 5 years ago
- finance☆43Updated 7 years ago
- Automatically generate Support & Resistance Lines on charts☆20Updated 8 years ago
- ☆14Updated 4 years ago
- ☆33Updated last year
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated 11 months ago
- ☆41Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- ☆13Updated last year