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.
☆17Updated 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 trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆23Updated 2 years ago
- High Frequency Trading Strategies☆45Updated 7 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- High Frequency Jump Prediction Project☆36Updated 5 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆18Updated 4 years ago
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- ☆23Updated 5 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆57Updated 2 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆19Updated last year
- Meta labeling is a method of determining the size of the bet.☆23Updated 2 years ago
- Testing trading signals of commodity futures☆16Updated 5 years ago
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆35Updated last year
- System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack☆9Updated last year
- #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，…☆47Updated last month
- 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
- tools for alpha research☆23Updated 7 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Trend Prediction for High Frequency Trading☆41Updated 2 years ago
- ☆40Updated 4 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆47Updated 5 years ago
- ☆19Updated 5 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Updated 4 years ago