flores-o / AlgorithmicTrading

Algoritmic Trading with ML

A Deep Learning approach to Algorithmic Trading in the Financial Markets

Bachelor Thesis of Oana Florescu, University of Bucharest

Content

You can find here the notebooks that I used to prepare my bachelor thesis, the project consist in creating 4 models:

1. LSTM prediction model
2. Regression prediction model
3. SVM prediction model
4. Baseline predicion model

I use this four models to generate a trivial trading strategy and compare the absolute cumulative returns

Reference

I followed the following papers:

• http://cs229.stanford.edu/proj2017/final-reports/5241098.pdf

Thanks

Thank to the amazing @lessandro for listening to my screaming about this project