maxzager / Financial-series-and-Triple-Barrier-MethodLinks
I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financial time series.
☆20Updated 2 years ago
Alternatives and similar repositories for Financial-series-and-Triple-Barrier-Method
Users that are interested in Financial-series-and-Triple-Barrier-Method are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆21Updated 4 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆46Updated last year
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆44Updated 8 months ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆62Updated 3 years ago
- ☆75Updated last year
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 8 months ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 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
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆89Updated 2 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Meta labeling is a method of determining the size of the bet.☆30Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- ☆41Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- tools for alpha research☆23Updated 7 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆24Updated 2 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 2 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆24Updated 3 years ago
- Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value …☆17Updated 3 weeks ago
- Mean Reversion Trading Strategy☆27Updated 4 years ago
- AI based alpha research for trading☆49Updated 3 years ago