zuongthaotn / stock-price-patternsLinks
Stock Price(Candlestick, Chart) Pattern Modeling(Detection)
☆13Updated 3 weeks ago
Alternatives and similar repositories for stock-price-patterns
Users that are interested in stock-price-patterns are comparing it to the libraries listed below
Sorting:
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated 2 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated 2 years ago
- 📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)☆12Updated 4 years ago
- Deep Q-Learning Applied to Algorithmic Trading☆27Updated 5 months ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Updated 4 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆27Updated last year
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- Implementation of algorithmic trading using reinforcement learning.☆29Updated 5 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 5 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 5 years ago
- Stock Market predictions are one of the most difficult problems to solve, and during the looming days of recession it’s extremely difficu…☆16Updated 5 years ago
- ☆11Updated 5 years ago
- LSTM stock prediction and backtesting☆14Updated 5 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- ☆41Updated 4 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆51Updated 5 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆59Updated 2 years ago
- This project is essentially the implementation of the paper “Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time …☆22Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Updated 2 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆12Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago