sighmin / gpstocksLinks
Using Genetic Programming for Securities Analysis
☆48Updated 12 years ago
Alternatives and similar repositories for gpstocks
Users that are interested in gpstocks are comparing it to the libraries listed below
Sorting:
- ☆195Updated 5 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆76Updated 4 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- Algo execution engine☆95Updated 9 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆113Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 8 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- Technical analysis routines for Python☆105Updated 11 years ago
- A resource for learning about deep learning techniques from regression to LSTM and Reinforcement Learning using financial data and the fi…☆241Updated last year
- Reinforcement Learning for Automated Trading☆90Updated 8 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 9 years ago
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆134Updated 5 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- Trading environnement for RL agents, backtesting and training.☆165Updated 3 years ago
- α collection of resources for people interested in quant finance☆53Updated 6 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- portfolio construction and quantitative analysis☆144Updated 10 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆109Updated 8 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆55Updated 10 years ago
- Research and Backtests I have been working on...enjoy☆71Updated 4 years ago
- Algorithmic Trading program, that uses Genetic Programming and Genetic Algorithms to predict stock prices.☆106Updated 6 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆44Updated 7 years ago
- Financial Portfolio Optimization Routines in Python☆312Updated 3 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- ☆73Updated 3 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆121Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Deep Reinforcement Learning For Trading☆107Updated last year