tr8dr / tseries-patternsLinks
trend / momentum and other patterns in financial timeseries
☆275Updated 4 years ago
Alternatives and similar repositories for tseries-patterns
Users that are interested in tseries-patterns are comparing it to the libraries listed below
Sorting:
- To classify trades into buyer- and seller-initiated.☆148Updated 2 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆169Updated 3 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆264Updated 2 years ago
- Probability of Backtest Overfitting in Python☆127Updated 2 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆253Updated 2 years ago
- Master repository for the pandas-ml modules☆163Updated 2 years ago
- experiments with pair trading☆312Updated 8 months ago
- ☆214Updated 7 years ago
- Machine learning end-to-end research and trade execution☆98Updated 4 years ago
- ☆203Updated 2 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆447Updated last year
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆167Updated 5 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆136Updated 8 months ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Quantitative finance research tools in Python☆431Updated 2 years ago
- ☆139Updated 2 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆67Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- Fast and scalable construction of risk parity portfolios☆312Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆86Updated 2 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆134Updated 3 weeks ago
- Limit Order Book data analysis and modeling using LSTM network☆138Updated 6 years ago
- Notebooks based on financial machine learning.☆52Updated 5 years ago
- An event-driven backtester☆106Updated 5 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 4 years ago
- Simple backtesting software for options☆184Updated last year