supernlogn / frama
Fractal Adaptive Moving Average
☆25Updated 4 years ago
Alternatives and similar repositories for frama
Users that are interested in frama are comparing it to the libraries listed below
Sorting:
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆23Updated 2 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 7 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Collections of snippets for trading I find interesting☆26Updated 3 months ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- ☆19Updated 4 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆21Updated 6 years ago
- ☆22Updated 5 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Example of order book modeling.☆56Updated 5 years ago
- ☆49Updated 4 years ago
- ☆40Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 6 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- finance☆43Updated 7 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆23Updated 4 months ago
- Utilities for automation of Trading System Synthesis and Boosting (TSSB)☆28Updated 11 years ago
- ☆24Updated 6 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆28Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- A System for Selling 0-DTE SPX Options☆19Updated 9 months ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- Dynamic lead/lag inference for time series☆16Updated 6 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆65Updated 7 years ago
- Collection of indicators that I used in my strategies.☆53Updated last month
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago