zzzac / Rule-based-forex-trading-systemLinks
☆29Updated 2 years ago
Alternatives and similar repositories for Rule-based-forex-trading-system
Users that are interested in Rule-based-forex-trading-system are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆68Updated 2 years ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆50Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Pair Trading Strategy using Machine Learning written in Python☆122Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆65Updated 5 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 7 years ago
- Different quantitative trading models research☆54Updated 9 months ago
- Forex Trading Automation with PPO, ACKTR, DDPG, TD3 and Ensemble Strategy☆41Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆90Updated 2 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- ☆24Updated 6 years ago
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆59Updated 5 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆11Updated 9 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 7 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 3 years ago
- In this work, the application of the Triple-Barrier Method and Meta-Labeling techniques are explored using XGBoost to develop a sentiment…☆22Updated last year
- ☆73Updated 3 years ago