shilewenuw / AlgorithmsWithWriteups
Links to Algorithms and their Writeups that I've developed at QuantConnect
☆31Updated 4 years ago
Alternatives and similar repositories for AlgorithmsWithWriteups:
Users that are interested in AlgorithmsWithWriteups are comparing it to the libraries listed below
- ☆35Updated 7 years ago
- A financial trading method using machine learning.☆58Updated last year
- ☆24Updated 6 years ago
- Stock and Forex market prediction using ML and time-series modelling☆37Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- Calculates estimate of dark pool buying based on publicly available exchange data☆25Updated 6 years ago
- Deep Neural Network Trading collection of Tensorflow Jupyter notebooks☆62Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆59Updated 6 months ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆38Updated 6 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆14Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆56Updated 2 years ago
- Deep q learning on determining buy/sell signal and placing orders☆47Updated 5 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year
- Trend Prediction for High Frequency Trading☆38Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆55Updated last year
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆56Updated 5 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆50Updated 3 years ago
- Repo for the Tick Based Trend Following strategies written for the QuantConnect platform☆19Updated 5 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 9 months ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆125Updated 2 years ago
- ☆44Updated 8 months ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆52Updated last year
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆25Updated 3 years ago
- Forex & Equities Trading Strategies using Machine Learning, Deep Learning and Statistical Techniques☆88Updated 6 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago