notadamking / ta-modinLinks
Technical Analysis Library using Pandas (Modin for speedup) (Python)
β11Updated 6 years ago
Alternatives and similar repositories for ta-modin
Users that are interested in ta-modin are comparing it to the libraries listed below
Sorting:
- Example of order book modeling.β58Updated 6 years ago
- π Aggregate candlesticks from high frequency tick data from WebSocketsβ30Updated last year
- A genetic algorithm incorporated with technical analysis indicator to optimize parameters of a strategy.β28Updated 4 years ago
- Pairs trading strategy example based on Catalystβ50Updated 6 years ago
- Algorithmic trading using heterogeneous graph neural network and reinforcement learning, pre-alphaβ28Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NEβ¦β68Updated last year
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTMβ54Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.β66Updated 2 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedgingβ79Updated 7 years ago
- Deep Learning β Artificial Neural Network Using TensorFlow In Pythonβ40Updated 4 years ago
- high-frequency grid trading strategy backtesting for binance futuresβ24Updated 2 years ago
- Emergent Trading Strategies with DQN in Stock Market Trading This repository contains the implementation of a Deep Q-Network (DQN), appliβ¦β11Updated 2 years ago
- Python API for accessing Lake high frequency tick trades & order book dataβ49Updated 3 months ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cateβ¦β23Updated 3 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting β¦β34Updated 4 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be β¦β33Updated 6 months ago
- Trend Prediction for High Frequency Tradingβ43Updated 2 years ago
- Repository for market making ideasβ44Updated last year
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars dataβ21Updated 4 years ago
- Collection of indicators that I used in my strategies.β58Updated 5 months ago
- algo trading backtesting on BitMEXβ81Updated last year
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposedβ21Updated 6 years ago
- Different quantitative trading models researchβ53Updated 8 months ago
- PSAR Trailing Stop is a trailing stop expert advisor for MetaTrader that uses standard Parabolic SAR indicator to get its next stop-loss β¦β11Updated last year
- Robust Market Making via Adversarial Reinforcement Learningβ53Updated 5 years ago
- High Frequency Trading Strategiesβ49Updated 8 years ago
- Kalman Filter, Smoother, and EM Algorithm for Pythonβ12Updated 2 years ago
- Notes on Advances in Financial Machine Learningβ80Updated 6 years ago
- Translates Chinese python code to English (with Google Translate)β17Updated 2 years ago
- Notebooks and Code for ML based quant strategiesβ11Updated last month