Paul Clegg's starred repositories
Pairs-Trading-Highly-Correlated-Assets
Developing and backtesting performance of a market neutral trading strategy which aims to exploit temporary anomalies in correlation between 2 pair of assets.
Digital-Signal-Processing-In-Trading
Using Discrete Fourier transform to transform and eliminate noise in asset price time series and identify repeating patterns to exploit and backtest.
DRL_for_Active_High_Frequency_Trading
We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.
Fibonacci-Bands-Python
Simple script which calculates Fibonacci Bollinger Bands in Python and plots them on plotly offline
AssetNewsSentimentAnalyzer
A sentiment analyzer package for financial assets and securities utilizing GPT models.
legitindicators
Collection of indicators that I used in my strategies.
erickson_talib
C++ technical analysis library with less common functions
legendary_ta
Python Trading Indicators for Freqtrade. Mostly conversion of MT4 and TradingView indicators.
pynescript
Handle Pinescript using Python
VisualHFT
VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
AutoTrader
A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
binance_historical_data
python PYPI package to dump all needed crypto historical data from binance just by 2 lines of code
nautilus_trader
A high-performance algorithmic trading platform and event-driven backtester
pytrendseries
Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
Genetic-Alpha
A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
DeepLOB-Model-Implementation-Project
This repo contains some codes and outputs of my implementation of DeepLOB model.
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.
deep-learning-for-order-book-price-and-movement-predictions
Limit Order Book data analysis and modeling using LSTM network
tensortrade
An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.