mick-liu / tagenalgoLinks
A genetic algorithm incorporated with technical analysis indicator to optimize parameters of a strategy.
☆29Updated 4 years ago
Alternatives and similar repositories for tagenalgo
Users that are interested in tagenalgo are comparing it to the libraries listed below
Sorting:
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆61Updated 5 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time seri…☆108Updated 4 years ago
- Collection of indicators that I used in my strategies.☆58Updated 6 months ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- A python script that estimates the support and resistance lines of a stock's prices over a time period☆76Updated 4 years ago
- ☆30Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆33Updated 8 months ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆55Updated 5 years ago
- This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive …☆73Updated 4 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆65Updated 5 years ago
- ☆76Updated last year
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆68Updated 5 years ago
- Options Trader written in Python based off the ib_insync library.☆61Updated 2 years ago
- Example of adaptive trend following strategy based on Renko☆124Updated 6 years ago
- ☆41Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Pairs trading strategy example based on Catalyst☆50Updated 6 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 7 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆65Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆51Updated 5 years ago
- Different quantitative trading models research☆54Updated 10 months ago