sharavsambuu Goto Github PK

stock_cnn_blog_pub

This project is a loose implementation of paper "Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion Approach"

stock_feature_engineering

Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. Generated features from indicators, statistics, and recent factors. Used multi-disciplined analysis to find feature importance. Attached labels of trends and stop/hold positions for machine learning. Used machine learning to significant features.

stop-loss-analysis

stop-trading

A starter code to review distribution of a strategy returns and assess Monte Carlo distribution of returns

structuralentropy

Hedge long only portfolio using structural entropy

support_resistance_line

A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线

synthetic-equities

Financial equity performance generation using Monte Carlo simulation and associated metric extraction.

systematic-trading_by_edarchimbaud

The Swiss knife for developing systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting trading algorithms.

task_system_using_fibers

technical_analysis_and_feature_engineering

Feature Engineering and Feature Importance of Machine Learning in Financial Market.

technical_analysis_strategies_cryptocurrency

Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars

testing-and-tuning-market-trading-systems

Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters

timeseries-anomaly-detection

timeseriescv

Scikit-learn style cross-validation classes for time series data

tinyjob

A Job system implemented with a lock free stealing queue

trade-classification-algorithms

To classify trades into buyer- and seller-initiated.

trading-momentum-transformer

This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).

trading-rules-using-machine-learning

This is my financial trading system using ML (Random forest & LSTM). Most of the methods are based on 'Advances in Financial Machine Learning' by Lopez de Prado.

trading-strategy-performance-enhancement-with-meta-labelling-an-evaluation-of-tree-based-algorithms

Trading Strategy Performance Enhancement with Meta-Labelling: An Evaluation of Tree-Based Algorithms

tradingbot22-tradingbots

tree-of-thoughts

Plug in and Play Implementation of Tree of Thoughts: Deliberate Problem Solving with Large Language Models

trend_scanning_by_freirerene

trendbreakerpl_pso_backtrader

Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.

truestrategy_by_cryptorobotfr

tscv_by_wenjiez

Time Series Cross-Validation -- an extension for scikit-learn

tseries-patterns

trend / momentum and other patterns in financial timeseries

tts-cgan

TTS-CGAN: A Transformer Time-Series Conditional GAN for Biosignal Data Augmentation

udacity-final-project

unidip

Python port of the Unidip clustering algorithm from: http://www.kdd.org/kdd2016/subtopic/view/skinny-dip-clustering-in-a-sea-of-noise

vennabers

Fast implementation of Venn-ABERS probabilistic predictors