wellbeing18 / pgm-oilView external linksLinks
We propose using Probabilistic Graphical Models such as Bayesian Networks and Hidden Markov Models to construct a global-macro trading strategy of the Crude Oil Markets.
☆13Apr 28, 2018Updated 7 years ago
Alternatives and similar repositories for pgm-oil
Users that are interested in pgm-oil are comparing it to the libraries listed below
Sorting:
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆10Jun 10, 2023Updated 2 years ago
- Fuzzy Moving Average System with Genetic Algorithm Optimisation for Trading Crude Palm Oil Futures☆27Oct 22, 2018Updated 7 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆15Sep 12, 2020Updated 5 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 2 years ago
- Self learning trading robot able to take decisions by itself, without technical indicators, through Genetic algorithm (neural network).☆20Jan 31, 2021Updated 5 years ago
- A financial blotter for trading FX and Futures☆23Aug 30, 2017Updated 8 years ago
- ☆21Feb 6, 2022Updated 4 years ago
- Cryptocurrency Order Book Analysis☆18Aug 23, 2018Updated 7 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Dec 12, 2021Updated 4 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆20Sep 10, 2021Updated 4 years ago
- ☆24Dec 7, 2022Updated 3 years ago
- Deploy Steampipe & Powerpipe on Kubernetes with Helm chart (or ArgoCD app)☆12Oct 28, 2025Updated 3 months ago
- Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, est…☆31Aug 12, 2024Updated last year
- This project uses the Twitter API to pull the tweets in a JSON Format. It then uses Python and Flask to rate those tweets as happy, sad o…☆12Apr 19, 2021Updated 4 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆30Jun 5, 2022Updated 3 years ago
- Several studies have been carried out to analyse Parkinson’s disease using speech impairments. Various tools and techniques have been use…☆12Apr 1, 2019Updated 6 years ago
- A genetic algorithm incorporated with technical analysis indicator to optimize parameters of a strategy.☆29Jun 20, 2021Updated 4 years ago
- Submission for CS50x online course by Harvard University☆11Aug 7, 2014Updated 11 years ago
- An automated and adjustable high frequency cryptocurrency trading bot that connects to the Binance exchange and takes advantage of price …☆34Mar 20, 2019Updated 6 years ago
- ☆34May 27, 2020Updated 5 years ago
- Design your own Trading Strategy☆38Feb 25, 2024Updated last year
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Jan 27, 2018Updated 8 years ago
- for World Quant university MScFE assignments☆10Oct 8, 2025Updated 4 months ago
- Macro Framework Forecasting☆21Feb 2, 2026Updated last week
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- The materials for the course 'Data Analysis in Economics and Finance', 2020/2021, NRU HSE.☆10Nov 25, 2021Updated 4 years ago
- Portfolio optimization and index tracking for the FTSE index using genetic algorithm☆12Jan 13, 2018Updated 8 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- 本课题完成了对5日均线涨跌的预测，运用支持向量机与逻辑回归的机器学习方法☆10May 10, 2017Updated 8 years ago
- ⚡| Fastipy is a fast, very simple to use and understand open source python library for developing RESTful APIs☆11Nov 5, 2024Updated last year
- Exploring the world of Generative AI through Google’s 5-Day Intensive Course. Covering foundational LLMs, prompt engineering, embeddings,…☆18May 3, 2025Updated 9 months ago
- A modular grammar-of-graphics toolkit for Stata data visualizations.☆12Nov 25, 2025Updated 2 months ago
- Deep learning-based audio spoofing attack detection experiments for speaker verification.☆13Apr 20, 2023Updated 2 years ago