supernlogn / framaLinks
Fractal Adaptive Moving Average
☆26Updated 4 years ago
Alternatives and similar repositories for frama
Users that are interested in frama are comparing it to the libraries listed below
Sorting:
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- ☆24Updated 5 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆24Updated 2 years ago
- Collection of indicators that I used in my strategies.☆58Updated 6 months ago
- Collections of snippets for trading I find interesting☆27Updated 9 months ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- Example of order book modeling.☆58Updated 6 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- ☆41Updated 4 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 4 years ago
- ☆19Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- ☆46Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 7 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Pe…☆57Updated 3 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆131Updated 6 months ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Hexital - Incremental Technical Analysis Library☆24Updated 3 months ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 5 months ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆35Updated 5 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 7 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 4 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆51Updated 5 years ago