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:
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆89Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆62Updated 3 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆30Updated 4 years ago
- ☆52Updated 4 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆95Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Calibrates microprice model to BitMEX quote data☆60Updated 4 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- Collection of indicators that I used in my strategies.☆58Updated 5 months ago
- An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…☆54Updated this week
- ☆59Updated 8 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- ☆117Updated 7 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Different quantitative trading models research☆53Updated 9 months 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
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- ☆41Updated 4 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆71Updated 7 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆35Updated last year
- ☆24Updated 5 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆57Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆121Updated 3 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago