midas-research / profit-naaclLinks
Code for PROFIT: Quantitative Day Trading From Natural Language Using Reinforcement Learning at NAACL 2021
☆27Updated 3 years ago
Alternatives and similar repositories for profit-naacl
Users that are interested in profit-naacl are comparing it to the libraries listed below
Sorting:
- [ACL 2021-Findings] Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading."☆115Updated 3 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆64Updated last week
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆10Updated 9 months ago
- 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
- ☆49Updated 3 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction"☆53Updated 3 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 2 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆29Updated 4 years ago
- ☆16Updated 3 years ago
- Relation-Aware Transformer for Portfolio Policy Learning using Binance provider☆23Updated 4 years ago
- Stock prediction thru TFT☆37Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆68Updated 3 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆17Updated 8 months ago
- Open code for PriceGraph☆71Updated last year
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- TensorFlow implementation of Z. Hu et al. "Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predict…☆29Updated 9 months ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated 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…☆40Updated 4 months ago
- Firstly, multiple effective factors are discovered through IC value, IR value, and correlation analysis and back-testing. Then, XGBoost c…☆19Updated 4 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 3 years ago
- ☆20Updated 2 years ago
- Trend Prediction for High Frequency Trading☆41Updated 2 years ago
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆34Updated last year
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆22Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆64Updated 2 years ago