saiteja-2811 / Image-Classification-for-Trading-Strategies
Image Classification for Trading Strategies - Project for Machine Learning Class
☆38Updated 3 years ago
Related projects: ⓘ
- A financial trading method using machine learning.☆56Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆33Updated last year
- ☆34Updated 3 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆11Updated 3 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 4 months ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- Various python scripts to introduce mean reversion concepts.☆21Updated 6 years ago
- ☆23Updated last year
- Backtest result archive for Momentum Trading Strategies☆43Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆73Updated last year
- Deep Reinforcement Learning Framework for Factor Investing☆20Updated last year
- ☆68Updated 2 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆55Updated last year
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆59Updated 4 years ago
- Algorithmic multi-greek hedges using Python☆17Updated 3 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆27Updated 4 years ago
- Deep q learning on determining buy/sell signal and placing orders☆46Updated 5 years ago
- Time Series Prediction of Volume in LOB☆52Updated 5 months ago
- ☆26Updated 2 years ago
- In this work an application of the Triple-Barrier Method and Meta-Labeling techniques is explored with XGBoost for the creation of a sent…☆19Updated 6 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆48Updated 4 years ago
- ☆51Updated last year
- Implements different approaches to tactical and strategic asset allocation☆25Updated last year
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆24Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated 7 months ago
- Mean-Variance Optimization using DL (pytorch)☆25Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆109Updated 2 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆19Updated 6 years ago
- Find trading pairs with Machine Learning☆39Updated 3 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆36Updated 2 years ago