timestocome / StockMarketDataLinks
Cleaned data for use in stock predicting algorithms
☆11Updated 8 years ago
Alternatives and similar repositories for StockMarketData
Users that are interested in StockMarketData are comparing it to the libraries listed below
Sorting:
- Hedging portfolios with reinforcement learning.☆36Updated 8 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆19Updated 8 years ago
- ☆36Updated 8 years ago
- ☆21Updated 2 years ago
- Machine Learning for Quantitative Finance☆24Updated 7 years ago
- finance☆43Updated 8 years ago
- ☆17Updated 3 years ago
- Deep Neural Network Trading collection of Tensorflow Jupyter notebooks☆62Updated 2 years ago
- everything quantitative finance related☆24Updated 5 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Updated 4 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 7 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- Deep Trading using Convolutional Neural Network☆30Updated 8 years ago
- ☆49Updated 8 years ago
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- Predictive analysis of the OLMAR algorithm☆13Updated 9 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- Deep Reinforcement Learning For Trading☆108Updated last year
- Modeling the volatility of commodity futures Indices☆15Updated 8 years ago
- Using Q-learning to better navigate orderbooks.☆23Updated 7 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆59Updated 9 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Stock and Forex market prediction using ML and time-series modelling☆39Updated 7 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Updated 4 years ago
- Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.☆14Updated 7 years ago
- Deep Learning – Artificial Neural Network Using TensorFlow In Python☆41Updated 5 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆45Updated 7 years ago
- Deep q learning on determining buy/sell signal and placing orders☆51Updated 6 years ago