quapsale / cryptoanalyticsLinks
Testing and implementation of ML algorithms for the analysis of cryptocurrency trends.
☆11Updated last year
Alternatives and similar repositories for cryptoanalytics
Users that are interested in cryptoanalytics are comparing it to the libraries listed below
Sorting:
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆13Updated last year
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆20Updated 2 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Updated 3 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆19Updated last year
- Multi Task Learning Time Series Momentum☆24Updated last year
- Alpha mining with DEAP-based genetic programming.☆11Updated 2 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 11 months ago
- ☆16Updated 4 years ago
- ☆17Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 3 years ago
- ☆24Updated 9 months ago
- ☆21Updated 2 years ago
- Unofficial PyTorch implementation of FactorVAE☆21Updated 2 years ago
- Python implementation of the Three Pass Regression Filter☆14Updated 5 years ago
- Code to support my Master's thesis☆22Updated 2 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆25Updated 2 years ago
- ☆16Updated last week
- Blaze☆17Updated 4 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29Updated 2 years ago
- Stock Price Prediction☆20Updated last year
- ☆20Updated 9 years ago
- select stock automatically, trade manually☆12Updated 5 years ago
- Accepted at WWW 25 Industrial Track (oral)☆16Updated 8 months ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Updated 3 years ago
- ☆19Updated 4 months ago
- Code for PROFIT: Quantitative Day Trading From Natural Language Using Reinforcement Learning at NAACL 2021☆27Updated 4 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Updated 11 months ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆16Updated last year
- DeepLOB Implementation on Bitcoin Perpetual Data☆29Updated 2 years ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Updated 3 years ago