How to apply Deep Learning to create a mean reverting portfolio
☆14Nov 9, 2020Updated 5 years ago
Alternatives and similar repositories for DeepMeanReversion
Users that are interested in DeepMeanReversion are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆83Aug 8, 2026Updated 2 months ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆12Apr 12, 2023Updated 3 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆11Jan 12, 2021Updated 5 years ago
- Application of Machine Learning for Value Investing☆12May 13, 2020Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 5 years ago
- tick价差套利（参考vnpy网友资料、vnpy论坛资料、windquant）： 1、按被动腿时间戳对齐 2、profile函数展示（需要py3） 3、平稳性检验 4、对冲手数计算 5、2sigma开仓，3sigma止损(或者赌价差扩散？)6、连续止损后cool down一…☆15Nov 2, 2019Updated 7 years ago
- Mean Reversion Trading Strategy☆31Apr 20, 2021Updated 5 years ago
- Various python scripts to introduce mean reversion concepts.☆23Jul 25, 2018Updated 8 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Nov 21, 2021Updated 4 years ago
- Monitor and Trade Engine for Crypto Exchanges☆10Dec 27, 2019Updated 6 years ago
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- Pricing European and American options with jump models using CUDA on the GPU☆12Apr 12, 2016Updated 10 years ago
- Black-Scholes style options pricing using Monte Carlo methods. Written in VHDL for the Cyclone IV FPGA board.☆11Jun 10, 2015Updated 11 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Unofficial Rust bindings for LightGBM☆11Jul 26, 2026Updated 3 months ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 6 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆38Dec 15, 2021Updated 4 years ago
- Roll model for trading strategy to C++ or FPGA via Matlab tool☆10Sep 11, 2014Updated 12 years ago
- 🚀 基于Rust构建的高性能、低延迟高频交易信号处理系统，专为加密货币市场设计。实现了9个核心高频因子，支持实时数据处理、Redis消息发布和InfluxDB数据持久化。☆11Oct 8, 2025Updated last year
- ⚡️ David Bowie on your MacBook Pro's Touchbar.☆15Jan 10, 2017Updated 9 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 10 years ago
- Use machine learning to trade bitcoin.☆10Jun 10, 2021Updated 5 years ago
- Log trades of any type of security, and then get an analysis of your strategy☆14Sep 18, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- package mt5se - Python framework for bulding automated traders for Stock Exchange through Metatrader☆14Jun 28, 2022Updated 4 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆47Jul 14, 2024Updated 2 years ago
- This repository contains solution for prediction of stock price returns☆14Sep 28, 2019Updated 7 years ago
- HRP algorithm for portfolio management in python.☆12Jan 31, 2021Updated 5 years ago
- private version of L1J-Remastered repo☆13Mar 16, 2024Updated 2 years ago
- 众人的因子回测框架 stock factor test☆30Apr 18, 2026Updated 6 months ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆47Mar 23, 2022Updated 4 years ago
- C/C++ backend☆11Sep 30, 2022Updated 4 years ago
- A native desktop charting platform for crypto markets with intuitive orderflow visualizations☆15Oct 2, 2025Updated last year
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- A hybrid between monolithic and microservices to take advantages of both☆15Updated this week
- Monitors DeFi Llama for recently added projects using the official DeFi Llama API and GitHub Actions☆14Updated this week
- Machine Learning for the ASX200☆10Apr 12, 2017Updated 9 years ago
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆10Sep 30, 2021Updated 5 years ago
- A version that integrate pythonOCC and pyQT☆10May 7, 2020Updated 6 years ago
- Links to Algorithms and their Writeups that I've developed at QuantConnect☆34Nov 23, 2020Updated 5 years ago
- A demo repository for learning more about GitHub and Git in Equinor☆12Feb 3, 2026Updated 8 months ago