tsxgithub01 Goto Github PK

a-scalable-timing-strategy-of-how-to-build-a-high-frequency-strategy-with-700-annual-returns-

IF1405, IF1406, Scalable Timing Strategy, high frequency trading, probit, adaboost, machine learning, quant backtest

adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

aioquant

Asynchronous event I/O driven quantitative trading framework.

alphanetv3

Recurrent Neural Network for predicting Stock Returns

alphasickle

多因子指数增强策略/多因子全流程实现

awesome-quant-machine-learning-trading

Quant/Algorithm trading resources with an emphasis on Machine Learning

backtest-lib

HFT backtest-engine for LOB data.

backtesting-lowlaterncy

This is a backtesting demo in Python. Different moving average prices are used to make buy and sell decisions. A Jupyter notebook version is for serial mode. while py version is for multiprocessing. A version for GPU has been tried, but not successful.

backtrader_template

Basic template for managing Backtrader backtests.

barra_cne6

Barra CNE6 因子构建

bond-futures-strategy

Providing the solutions for market neutral strategies using data science approaches (Machine Learning) on orderbook data and 3min data

deep-direct-reinforcement-learning-for-financial-signal-representation-and-trading

A deep learning model for Financial Signal Representation and Trading

deep-reinforcement-learning-for-automated-stock-trading-ensemble-strategy-icaif-2020

Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy. ICAIF 2020. Please star.

deep-trading

Algorithmic trading with deep learning experiments

deep-trading-agent

Deep Reinforcement Learning based Trading Agent for Bitcoin

deeplob-deep-convolutional-neural-networks-for-limit-order-books

This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.

dht_search

一个磁力链接搜索引擎

double-dqn-stock-trading-rule

elitequant

A list of online resources for quantitative modeling, trading, portfolio management

emd-filter

EMD for Quant Trading

financial-time-series-trend-labeling

This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Prediction Based on Trends".

finrl-meta

FinRL­-Meta: A Universe for Data­-Driven Financial Reinforcement Learning. 🔥

frequencytrader

High Frequency Trading Strategies in Python

gamma-ray

High frequency trading bot for crypto currencies

grid-trading

Some naive low frequency stock market strategy back test algorithm including grid trading

gridtrading

high-frequency grid trading strategy backtesting for binance futures

hf_micro_research

This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf trading strategies.

hft-price-prediction

A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.

hft_bitcoin

Analysis of High Frequency Trading on Bitcoin exchanges

high-frequency-predictor

A demo for predicting high frequency return.