zuongthaotn / stock-price-patternsLinks
Stock Price(Candlestick, Chart) Pattern Modeling(Detection)
☆10Updated 4 months 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:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆14Updated last year
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆17Updated 4 years ago
- Deep Q-Learning Applied to Algorithmic Trading☆28Updated last month
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- detecting regime of financial market☆38Updated 2 years ago
- ☆41Updated 2 years ago
- ☆24Updated 5 years ago
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆65Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack☆9Updated last year
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- ☆40Updated 4 years ago
- I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financi…☆18Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆59Updated 6 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Updated last year
- Hexital - Incremental Technical Analysis Library☆23Updated 2 weeks ago
- Design your own Trading Strategy☆38Updated last year
- The toolbox for developing systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting…☆16Updated this week
- 📈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
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆49Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆26Updated last year
- ☆41Updated 4 years ago
- High Frequency Trading Strategies☆46Updated 7 years ago