mnewls / MLFINLABLinks
public version of MLFINLAB from Hudson-Thames
☆25Updated 3 years ago
Alternatives and similar repositories for MLFINLAB
Users that are interested in MLFINLAB are comparing it to the libraries listed below
Sorting:
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆93Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- ☆65Updated 11 months ago
- ☆47Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- High Frequency Trading Strategies☆48Updated 8 years ago
- Time Series Prediction of Volume in LOB☆59Updated last year
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆68Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- ☆53Updated 4 years ago
- AI based alpha research for trading☆51Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 7 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Updated 7 years ago
- CS7641 Team project☆97Updated 5 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆36Updated 2 years ago
- Collection of indicators that I used in my strategies.☆60Updated 8 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- ☆123Updated 8 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Notebooks based on financial machine learning.☆55Updated 5 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 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.☆37Updated 2 years ago