steve7an / PortfolioU
Fuzzy Moving Average System with Genetic Algorithm Optimisation for Trading Crude Palm Oil Futures
☆25Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for PortfolioU
- 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
- ☆20Updated 4 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆18Updated 4 years ago
- Channel break out strategy for High Frequency Trading.☆13Updated 6 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆30Updated 4 years ago
- ☆23Updated last year
- Backtesting tool on tick data☆10Updated 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…☆12Updated 3 years ago
- A low frequency statistical arbitrage strategy☆18Updated 5 years ago
- finance☆43Updated 7 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Updated 8 years ago
- Trend Prediction for High Frequency Trading☆38Updated last year
- ☆69Updated 2 years ago
- Value and Momentum Using Machine Learning☆11Updated 3 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 6 months ago
- Machine Learning for Trading☆14Updated 6 years ago
- Advancing in Financial Machine Learning☆16Updated 4 years ago
- LSTM stock prediction and backtesting☆14Updated 4 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 2 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆19Updated 6 years ago
- Various python scripts to introduce mean reversion concepts.☆21Updated 6 years ago
- Vpin caculation and backtesting☆13Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆15Updated last year
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆21Updated 6 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Updated 7 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆18Updated 4 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 5 years ago
- A financial trading method using machine learning.☆58Updated last year