supernlogn / framaLinks
Fractal Adaptive Moving Average
☆28Updated 5 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☆42Updated 3 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Collections of snippets for trading I find interesting☆28Updated last year
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 5 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 5 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 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
- ☆47Updated 4 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆37Updated 5 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- High Frequency Trading☆110Updated 7 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Updated 7 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆71Updated 7 months ago
- ☆41Updated 4 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Updated 8 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆25Updated 2 years ago
- ☆24Updated 5 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Deep q learning on determining buy/sell signal and placing orders☆51Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆37Updated 4 years ago
- ☆55Updated 4 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆37Updated last year