supernlogn / framaLinks
Fractal Adaptive Moving Average
☆26Updated 5 years ago
Alternatives and similar repositories for frama
Users that are interested in frama are comparing it to the libraries listed below
Sorting:
- ☆24Updated 5 years ago
- Collections of snippets for trading I find interesting☆28Updated 11 months ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- ☆46Updated 4 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆96Updated 2 years ago
- Collection of indicators that I used in my strategies.☆60Updated 8 months ago
- ☆53Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Calibrates microprice model to BitMEX quote data☆61Updated 4 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆36Updated 5 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- ☆41Updated 4 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 3 years ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- Advancing in Financial Machine Learning☆16Updated 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
- 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
- The goal of the project is to build algorithmic trading system.☆27Updated 5 years ago
- Deep learning modelling of orderbooks☆101Updated 5 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Updated 7 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago