tr8dr / tr8dr.github.ioLinks
Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets
☆16Updated last year
Alternatives and similar repositories for tr8dr.github.io
Users that are interested in tr8dr.github.io are comparing it to the libraries listed below
Sorting:
- ☆42Updated 4 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Time Series Prediction of Volume in LOB☆60Updated last year
- ☆55Updated 4 years ago
- In-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is …☆11Updated last year
- Notes on Advances in Financial Machine Learning☆84Updated 7 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- Hedge long only portfolio using structural entropy☆16Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- ☆28Updated last year
- ☆25Updated 7 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 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
- ☆35Updated 2 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Updated 7 years ago
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- ☆24Updated 6 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- Notebooks based on financial machine learning.☆59Updated 5 years ago
- Cryptocurrency Valuation: An Explainable AI Approach☆15Updated 3 years ago
- ☆14Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago