singyanchiu / LGBM-Stock-PredictionLinks
A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using LightGBM.
☆12Updated 4 years ago
Alternatives and similar repositories for LGBM-Stock-Prediction
Users that are interested in LGBM-Stock-Prediction are comparing it to the libraries listed below
Sorting:
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Time-Series Momentum Strategies☆12Updated 6 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆12Updated 2 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Updated 6 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated 11 months ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 4 months ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆29Updated 4 years ago
- Blaze☆15Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆12Updated 2 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆16Updated 6 years ago
- ☆10Updated 2 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Updated 5 years ago
- ☆18Updated 8 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago
- High frequency trading algorithm for Bitmex☆23Updated 5 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- FinanceGPT-B☆10Updated last year
- Vpin caculation and backtesting☆14Updated 5 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆17Updated 9 months ago
- Some Quant ideas in Backtrader☆12Updated 3 years ago
- 实行gamma scalping策略时的期权组合选择工具☆16Updated 6 years ago
- LSTM stock prediction and backtesting☆14Updated 5 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 6 years ago
- ☆34Updated last month
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 3 years ago