nakulnayyar / ML-KNearest-VXXLinks
Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.
☆15Updated 9 years ago
Alternatives and similar repositories for ML-KNearest-VXX
Users that are interested in ML-KNearest-VXX are comparing it to the libraries listed below
Sorting:
- Automatically generate Support & Resistance Lines on charts☆20Updated 9 years ago
- ☆24Updated 9 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- ☆35Updated 7 years ago
- This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…☆54Updated 11 years ago
- ☆45Updated 5 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 8 years ago
- ☆27Updated 6 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆37Updated 8 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Updated 9 years ago
- obAnalytics Shiny front-end☆76Updated 7 years ago
- Asynchronous financial data management☆21Updated 8 years ago
- ☆36Updated 7 years ago
- finance☆43Updated 8 years ago
- ☆45Updated 8 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- Code for getting implied volatility in Python☆27Updated 8 years ago
- ☆195Updated 5 years ago
- very fast python backtesting framework based on amibroker backtesting methodology☆40Updated 7 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆109Updated 8 years ago
- The qq-pat library provides you with an easy interface for the creation of graphs and the calculation of statistics for financial time se…☆29Updated 6 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆37Updated 9 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- ☆25Updated 7 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆114Updated 7 years ago