waynechanccw01 / Trading-Optimization-using-Directional-Changes-and-AILinks
☆12Updated 3 years ago
Alternatives and similar repositories for Trading-Optimization-using-Directional-Changes-and-AI
Users that are interested in Trading-Optimization-using-Directional-Changes-and-AI are comparing it to the libraries listed below
Sorting:
- Simple Trading strategy based on estimating trend reversal unsing genetic programming and directional changes☆11Updated 4 years ago
- Optimising a FOREX trading strategy with nature inspired algorithms☆11Updated 6 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Updated 6 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆12Updated 4 years ago
- In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM…☆10Updated 2 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Updated 6 years ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Updated 3 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Updated 7 years ago
- This Jupyter Notebook illustrates investment portfolio optimization in Modern Portfolio Theory.☆10Updated 3 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 3 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆14Updated 3 years ago
- ☆10Updated 8 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆22Updated last year
- Basic Limit Order Book functions☆22Updated 7 years ago
- ☆16Updated 3 years ago
- Optimize portfolio allocation under transaction costs☆9Updated 4 years ago
- Contains all the Jupyter Notebooks used in our research☆9Updated 6 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 8 years ago
- Hierarchical Risk Parity☆28Updated 5 years ago
- ☆26Updated 2 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆14Updated 5 years ago
- ☆27Updated last month
- ☆26Updated 10 months ago
- alpha-RNN☆30Updated 5 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Quant finance scripts☆16Updated 3 months ago
- Code for the paper "Hedging with linear regressions and neural networks"☆37Updated 4 years ago