zameyer1 / Evolutionary-Trading-Strategies
This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strategies) are considered as functions of historical price data, outputting a position allocation. Strategy fitness evaluation is computed by simulating the strategy over historical financial data. Because financia…
☆24Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for Evolutionary-Trading-Strategies
- Trend Prediction for High Frequency Trading☆38Updated last year
- Deep Reinforcement Learning Framework for Factor Investing☆21Updated last year
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 5 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆18Updated 4 years ago
- Deep q learning on determining buy/sell signal and placing orders☆47Updated 5 years ago
- Deep Reinforcement Learning for Stock trading task☆18Updated 3 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 5 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 6 years ago
- Automated FOREX trading using recurrent reinforcement learning☆32Updated last year
- Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.☆12Updated 4 years ago
- Code from the paper "Robust technical trading strategies using GP for algorithmic portfolio selection"☆10Updated 5 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆40Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆49Updated 8 months ago
- Reinforcement Learning in FX Trading☆28Updated 5 years ago
- A financial trading method using machine learning.☆58Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆23Updated 6 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Updated 3 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- ☆69Updated 2 years ago
- ☆41Updated 3 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆18Updated 4 years ago
- Advancing in Financial Machine Learning☆16Updated 4 years ago
- A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock …☆13Updated 5 years ago
- ☆23Updated last year
- Dynamic lead/lag inference for time series☆15Updated 5 years ago
- Deep Reinforcement Learning For Trading☆105Updated 9 months ago
- QF-based Hybrid DRL Portfolio Investment System☆12Updated last year
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆55Updated last year
- Stock Price Prediction with LSTM and Trading Strategy with Reinforcement Learning☆12Updated 5 years ago