shilewenuw / trade_stat_logger
Log trades of any type of security, and then get an analysis of your strategy
☆12Updated 4 years ago
Alternatives and similar repositories for trade_stat_logger:
Users that are interested in trade_stat_logger are comparing it to the libraries listed below
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated 11 months ago
- A scikit-learn compatible classifier to perform trade classification in Python.☆19Updated this week
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Stochastic volatility models☆18Updated 6 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 7 months ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- ☆10Updated 5 years ago
- Contains all the Jupyter Notebooks used in our research☆10Updated 6 years ago
- A Library for Algorithmic Trading with Alpaca in Python☆21Updated 10 months ago
- A backtesting web app for walk-forward optimization with common indicator strategies.☆9Updated last year
- Notebooks based on financial machine learning.☆15Updated 2 years ago
- Machine learning model to predict NSE stocks for a year☆20Updated 6 years ago
- PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to f…☆19Updated 2 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Updated 2 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆9Updated 2 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Updated 2 years ago
- ☆12Updated last year
- Based on paper Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning☆12Updated 2 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- Time-Series Cross-Validation Module☆44Updated 3 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆41Updated 2 weeks ago
- 'Portfolio Analysis, methods for portfolio optimization'☆22Updated 4 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago