trend / momentum and other patterns in financial timeseries
☆295Jun 27, 2021Updated 5 years ago
Alternatives and similar repositories for tseries-patterns
Users that are interested in tseries-patterns are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- To classify trades into buyer- and seller-initiated.☆168Dec 14, 2022Updated 3 years ago
- Deep learning modelling of orderbooks☆105Oct 8, 2020Updated 5 years ago
- ☆216Mar 29, 2023Updated 3 years ago
- Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets☆19Nov 21, 2024Updated last year
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆339Dec 16, 2023Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆40Aug 2, 2021Updated 5 years ago
- ☆198May 13, 2020Updated 6 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,965Dec 8, 2022Updated 3 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆52Jan 18, 2025Updated last year
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆277Mar 19, 2026Updated 6 months ago
- ☆132Dec 12, 2017Updated 8 years ago
- ☆479Jan 10, 2021Updated 5 years ago
- Python implementation of random-forest-based nonlinear dependence and correlation measures.☆15May 3, 2022Updated 4 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Open source TCA (transaction cost analysis) Python library for FX spot☆251Feb 2, 2024Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,924Oct 2, 2023Updated 2 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,339Aug 27, 2022Updated 4 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆638Mar 19, 2026Updated 6 months ago
- Phd repo☆18Jul 14, 2022Updated 4 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆154Dec 28, 2019Updated 6 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆607Jul 15, 2021Updated 5 years ago
- Advances in Financial Machine Learning☆810Jan 11, 2023Updated 3 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆613Sep 20, 2022Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 7 years ago
- High Frequency Market Making☆648Sep 24, 2023Updated 2 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆135Aug 31, 2023Updated 3 years ago
- Enhanced Portfolio Optimization (EPO)☆18Aug 14, 2026Updated last month
- Advancing in Financial Machine Learning☆16Feb 27, 2020Updated 6 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆758Sep 13, 2026Updated last week
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆461Oct 13, 2023Updated 2 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆137May 3, 2024Updated 2 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆27Aug 5, 2022Updated 4 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- experiments with pair trading☆347Dec 10, 2024Updated last year
- The goal of the project is to build algorithmic trading system.☆27Nov 6, 2020Updated 5 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆186Sep 28, 2019Updated 6 years ago
- My first high-frequency trading strategy using machine learning☆20Sep 16, 2022Updated 4 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆320Sep 2, 2026Updated 2 weeks ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆103Mar 10, 2023Updated 3 years ago