vkgnandhu177 / Bayesian-Regression-and-Bitcoin
# Bayesian-Regression-to-Predict-Bitcoin-Price-Variations Predicting the price variations of bitcoin, a virtual cryptographic currency. These predictions could be used as the foundation of a bitcoin trading strategy. To make these predictions, we will have to familiarize ourself with a machine learning technique, Bayesian Regression, and impleme…
☆21Updated 7 years ago
Alternatives and similar repositories for Bayesian-Regression-and-Bitcoin:
Users that are interested in Bayesian-Regression-and-Bitcoin are comparing it to the libraries listed below
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 6 months ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆17Updated 5 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Updated 7 years ago
- ☆19Updated 4 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 6 months ago
- ☆11Updated 7 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Updated 6 years ago
- Machine Learning Project, stock pairs trading using Kalman Filter☆8Updated 6 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 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
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 4 years ago
- ☆11Updated 6 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- ☆19Updated 4 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 6 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- Apply different deep learning models to limit order book.☆11Updated 7 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Updated 7 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Updated 4 years ago
- High Frequency Jump Prediction Project☆36Updated 4 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- ☆12Updated last year
- Channel break out strategy for High Frequency Trading.☆13Updated 6 years ago