Stars
A method of using genetic algorithm to optimize trading strategies based on technical indicators
Self learning trading robot able to take decisions by itself, without technical indicators, through Genetic algorithm (neural network).
🚀 Optimizing the Elliott Wave Theory using genetic algorithms to forecast the financial markets.
Use of genetic algorithms for a simple trading strategy
Chartists are financial experts who look for recurring shape patterns in stock prices and then use those patterns to predict future stock movements. In this project I created a genetic algorithm to…
Algorithmic Trading program, that uses Genetic Programming and Genetic Algorithms to predict stock prices.
The official Python client library for the Polygon REST and WebSocket API.
replication of micro-price on crytocurrency data
This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in the paper for US equities BAC and CVX, I am using the data …
A high frequency trading and market making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and o…
algo trading backtesting on BitMEX
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
Details on how to get Binance public data
Limit Order Book data analysis and modeling using LSTM network
Python package for a class of tractable SPDE models for limit order book modeling
Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010
Example of order book modeling.
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Example Order Book Imbalance Algorithm
Benchmark Dataset of Limit Order Book in China Markets