manganganath / stock_price_trend_fft
Stock price trend analysis using Fourier transform
☆43Updated 6 years ago
Alternatives and similar repositories for stock_price_trend_fft
Users that are interested in stock_price_trend_fft are comparing it to the libraries listed below
Sorting:
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- ☆63Updated 6 years ago
- finance☆43Updated 7 years ago
- Pair Trading Strategy using Machine Learning written in Python☆117Updated 3 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆93Updated 2 years ago
- Stock Market Prediction Using Unsupervised Features☆53Updated 6 years ago
- HAR-RV Model For Realized Volatility☆29Updated 9 years ago
- ☆73Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 6 years ago
- Deep Q-Learning for Market Making☆122Updated 6 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- Estimation of the lead-lag parameter from non-synchronous data.☆125Updated last month
- archiving old code☆26Updated 7 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Deep learning for forecasting company fundamental data☆140Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆63Updated last year
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Stock Price prediction using news data. The datasets used consists news and stock price data from 2008 to 2016. The polarity(Subjectivity…☆48Updated 7 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆77Updated 6 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- https://arxiv.org/abs/1805.01104☆112Updated 4 years ago
- implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)☆78Updated 2 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆74Updated 5 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year