tatsath / AlgorithmicTradingLinks
ML Application of Algorithmic Trading
☆23Updated 4 years ago
Alternatives and similar repositories for AlgorithmicTrading
Users that are interested in AlgorithmicTrading are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆36Updated 3 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Portfolio optimization with cvxopt☆40Updated 10 months ago
- ☆47Updated 2 years ago
- Dynamic portfolio optimization☆29Updated last year
- Design your own Trading Strategy☆39Updated last year
- ☆23Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆68Updated 5 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated 2 years ago
- Developing a trend following model using futures☆34Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆56Updated 5 years ago
- ☆41Updated 4 years ago
- ☆65Updated 10 months ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Updated 3 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆40Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 3 years ago
- Package to build risk model for factor pricing model☆27Updated last year
- ☆20Updated 3 months ago
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆27Updated 2 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆79Updated 2 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆27Updated 2 years ago
- Delta hedging under SABR model☆40Updated last year
- ☆65Updated 2 years ago
- ☆30Updated 3 years ago