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
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).
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
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