zameyer1 / Evolutionary-Trading-StrategiesLinks
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 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
Sorting:
- Automated FOREX trading using recurrent reinforcement learning☆33Updated 2 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 6 years ago
- ☆41Updated 3 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- finance☆43Updated 7 years ago
- Trend Prediction for High Frequency Trading☆41Updated 2 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Code from the paper "Robust technical trading strategies using GP for algorithmic portfolio selection"☆9Updated 5 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆11Updated 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
- Reinforcement Learning in FX Trading☆28Updated 5 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 5 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 6 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Stock Prediction with XGBoost: A Technical Indicators' approach☆29Updated 6 years ago
- A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock …☆15Updated 5 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆23Updated 2 years ago
- ☆73Updated 3 years ago
- Monlan is a collection of Data Science experiments (DRL and other approaches) into FOREX algotrading field. Warning! It's my research pro…☆12Updated 2 years ago
- ☆26Updated 2 years ago
- ☆22Updated 5 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆66Updated 5 years ago
- List of portfolio management resources, using Reinforcement Learning.☆41Updated last year
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Updated 5 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆15Updated 2 years ago