pecu / FinancialVision
FinancialVision
☆209Updated 4 months ago
Alternatives and similar repositories for FinancialVision
Users that are interested in FinancialVision are comparing it to the libraries listed below
Sorting:
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆438Updated last year
- ☆199Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆117Updated 3 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆245Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆164Updated 5 years ago
- trend / momentum and other patterns in financial timeseries☆264Updated 3 years ago
- ☆212Updated 7 years ago
- Deep Learning Statistical Arbitrage☆231Updated 2 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆261Updated 2 years ago
- Limit Order Book data analysis and modeling using LSTM network☆136Updated 6 years ago
- ☆59Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆259Updated 6 years ago
- Probability of Backtest Overfitting in Python☆124Updated last year
- Code and data for my blogs☆92Updated 4 years ago
- experiments with pair trading☆293Updated 5 months ago
- ☆244Updated 2 years ago
- Master repository for the pandas-ml modules☆163Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆165Updated 3 years ago
- This project is a loose implementation of paper "Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Im…☆168Updated 4 years ago
- Quantitative finance research tools in Python☆421Updated 2 years ago
- Implementing a Generative Adversarial Network on the Stock Market☆120Updated 3 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- Transformers for limit order books☆111Updated 4 years ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆213Updated last year
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆111Updated 4 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆520Updated last year
- Source Codes for the Book of Trading Strategies☆172Updated 3 years ago