quantrocket-codeload / kitchensink-mlLinks
Machine learning strategy that trains the model using "everything and the kitchen sink": fundamentals, technical indicators, returns, price levels, volume and volatility spikes, liquidity, market breadth, and more. Runs in Moonshot. Utilizes data from Sharadar and IB.
☆14Updated last year
Alternatives and similar repositories for kitchensink-ml
Users that are interested in kitchensink-ml are comparing it to the libraries listed below
Sorting:
- ☆41Updated 4 years ago
- ☆74Updated 3 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
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- ☆65Updated 2 years ago
- ☆77Updated last year
- ☆25Updated 7 years ago
- Research and Backtests I have been working on...enjoy☆72Updated 4 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆54Updated 5 years ago
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- Quantopian Pairs Trading algorithm implementation.☆65Updated 8 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- ☆36Updated 8 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- Repository of Python for Finance Cookbook, published by Packt☆87Updated 4 years ago
- Source code for my personal blog☆196Updated last month
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆75Updated 5 years ago
- Deep Reinforcement Learning For Trading☆108Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆83Updated last year
- quantitative - Quantitative finance back testing library☆65Updated 6 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