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…
☆25Updated 6 years ago
Alternatives and similar repositories for Evolutionary-Trading-Strategies:
Users that are interested in Evolutionary-Trading-Strategies are comparing it to the libraries listed below
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- ☆25Updated 2 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 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
- 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
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 4 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 7 months ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Updated 9 years ago
- ☆19Updated 4 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆41Updated 4 years ago
- An implementation of a stock market trading bot, which uses Deep Q Learning☆23Updated 2 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- finance☆43Updated 7 years ago
- Deep q learning on determining buy/sell signal and placing orders☆48Updated 5 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- Automated FOREX trading using recurrent reinforcement learning☆33Updated 2 years ago
- A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock …☆15Updated 5 years ago
- Stock and Forex market prediction using ML and time-series modelling☆37Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆20Updated 5 years ago
- Code from the paper "Robust technical trading strategies using GP for algorithmic portfolio selection"☆10Updated 5 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆11Updated 6 years ago