wonabru / kaggle-two-sigma-winner
Kaggle Two Sigma 2nd Prize Winning Code https://www.kaggle.com/c/two-sigma-financial-news
☆14Updated last year
Alternatives and similar repositories for kaggle-two-sigma-winner
Users that are interested in kaggle-two-sigma-winner are comparing it to the libraries listed below
Sorting:
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years 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
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆46Updated last month
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆29Updated 4 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago
- High Frequency Jump Prediction Project☆36Updated 4 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Machine Learning in Asset Management☆21Updated 5 years ago
- High-frequency trading in a limit order book☆58Updated 6 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆25Updated last year
- Examples of nautilus script☆36Updated 4 months ago
- Package to build risk model for factor pricing model☆25Updated 9 months ago
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 4 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆45Updated last year
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆88Updated 9 months ago
- ☆49Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆21Updated 6 years ago
- A network tries to predict movements in stock prices based on a picture of a time series stock price.☆40Updated 4 years ago