mick-liu / tagenalgo
A genetic algorithm incorporated with technical analysis indicator to optimize parameters of a strategy.
☆26Updated 3 years ago
Alternatives and similar repositories for tagenalgo:
Users that are interested in tagenalgo are comparing it to the libraries listed below
- A financial trading method using machine learning.☆58Updated last year
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- ☆39Updated 3 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆57Updated 11 months ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- World Quant University Capstone Project - Swing Trading☆11Updated 2 years ago
- Trend Prediction for High Frequency Trading☆38Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- ☆46Updated 8 years ago
- Example of order book modeling.☆56Updated 5 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆30Updated 5 years ago
- Options Trader written in Python based off the ib_insync library.☆43Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆25Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- ☆15Updated last year
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆57Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 9 months ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆65Updated 5 years ago
- Mean Reversion Trading Strategy☆20Updated 3 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆26Updated 11 months ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated last year
- 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
- Montecarlo simulations/analysis for finance (equity simulator)☆33Updated last year
- ☆24Updated last year