tr8dr / tseries-patternsLinks
trend / momentum and other patterns in financial timeseries
☆278Updated 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.☆155Updated 3 years ago
- Master repository for the pandas-ml modules☆164Updated 2 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆176Updated 4 years ago
- Probability of Backtest Overfitting in Python☆129Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆266Updated 3 years ago
- experiments with pair trading☆332Updated last year
- ☆210Updated 2 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆270Updated 3 years ago
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆456Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- ☆215Updated 8 years ago
- Notebooks based on financial machine learning.☆59Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆84Updated 7 years ago
- Limit Order Book data analysis and modeling using LSTM network☆137Updated 6 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆369Updated 2 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆148Updated 6 months ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆147Updated last year
- High-frequency statistical arbitrage☆244Updated 2 years ago
- Quantitative finance research tools in Python☆450Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆141Updated last year
- Option and stock backtester / live trader☆282Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Machine learning end-to-end research and trade execution☆100Updated 5 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆223Updated 4 years ago