crperez's repositories
alpha2
pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"
alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
DeepKoopman
neural networks to learn Koopman eigenfunctions
FinBERT_feat_eng_for_Momentum_Transformer
A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking financial news sentiment and novel price action and VWAP proximity oscillators
icli
interactive brokers ibkr api command line interface cli giving you the fastest way to lose all your money
price-loaders
A Python module for helping to data from Yahoo Finance and TradingView
Rainbow-Agent
Replicate of Reinforcement Learning Rainbow with Tensorflow 2 from paper "Rainbow: Combining Improvements in Deep Reinforcement Learning"
RL-Trading-Agent
Profitable Reinforcement Learning Agent on Crypto Markets
Simple-kNN-Gzip
A simplistic linear and multiprocessed approach to sentiment analysis using Gzip Normalized Compression Distances with k nearest neighbors
slow-momentum-fast-reversion
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
Stock-Prediction-Models
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
Stock-TFT
Stock price prediction using a Temporal Fusion Transformer
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).
smart-money-concepts
Discover our Python package designed for algorithmic trading. It brings ICT's smart money concepts to Python, offering a range of indicators for your trading strategies.
stockpredictionai
In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a
tabnet
PyTorch implementation of TabNet paper : https://arxiv.org/pdf/1908.07442.pdf
thetagang
ThetaGang is an IBKR bot for collecting money
Time-Series-Library
A Library for Advanced Deep Time Series Models.
TraderNet-CRv2
TraderNet-CRv2 - Combining Deep Reinforcement Learning with Technical Analysis and Trend Monitoring on Cryptocurrency Markets
tvdatafeed
A simple TradingView historical Data Downloader