replacementAI / Finding-Alpha-with-AI
A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI
☆19Updated last year
Alternatives and similar repositories for Finding-Alpha-with-AI:
Users that are interested in Finding-Alpha-with-AI are comparing it to the libraries listed below
- High Frequency Jump Prediction Project☆35Updated 4 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Updated 3 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- experiments with crypto trading☆15Updated 5 months ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆14Updated 4 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 6 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆24Updated 8 months ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated last year
- Developing a trend following model using futures☆31Updated last year
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- ☆26Updated 4 months ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Updated last year
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆21Updated 3 years ago
- ☆17Updated 4 years ago
- By means of stochastic volatility models☆42Updated 4 years ago
- A financial trading method using machine learning.☆59Updated last year
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- ☆16Updated 3 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 3 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆61Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆54Updated 10 months ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆10Updated 8 months ago
- ☆39Updated 3 years ago