MachineLearningforAlgorithmicTrading's repositories
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
algorithmic-trading-with-python
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
AlphaPy
Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost
awesome-ai-in-finance
🔬 A curated list of awesome machine learning strategies & tools in financial market.
crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
FinRL
A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020. 🔥
gym-continuousDoubleAuction
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
jesse
An advanced crypto trading bot written in Python
LiuAlgoTrader
Framework for algorithmic trading
mosquito
Trading Bot with focus on Evolutionary Algorithms and Machine Learning
riskparity.py
Fast and scalable design of risk parity portfolios
surpriver
Find big moving stocks before they move using machine learning and anomaly detection
trading-bot
Stock Trading Bot using Deep Q-Learning
Stock.Indicators
Stock indicator technical analysis library package for .NET. Send in historical price quotes and get back desired technical indicators. Nothing more. It can be used in any market analysis software using standard OHLCV price quotes for equities, commodities, forex, cryptocurrencies, and others. We had private trading algorithms, machine learning, and charting systems in mind when originally creating this community library. Current indicators include: Accumulation/Distribution Line (ADL), Aroon Oscillator, Arnaud Legoux Moving Average (ALMA), Average Directional Index (ADX), Average True Range (ATR), Awesome Oscillator (AO), Balance of Power (BOP), Beta Coefficient, Bollinger Bands®, Chaikin Money Flow (CMF), Chaikin Oscillator, Chandelier Exit, Choppiness Index (CHOP), Commodity Channel Index (CCI), ConnorsRSI, Correlation Coefficient, Donchian Channels, Double Exponential Moving Average (DEMA), Elder-ray Index, Exponential Moving Average (EMA), Force Index, Fractal Chaos Bands (FCB), Gator Oscillator, Heikin-Ashi, Hull Moving Average (HMA), Ichimoku Cloud, Kaufman's Adaptive Moving Average (KAMA), KDJ Index, Keltner Channels, Momentum Oscillator, Money Flow Index (MFI), MESA Adaptive Moving Averages (MAMA), Moving Average Convergence/Divergence (MACD), Moving Average Envelopes, On-balance Volume (OBV), Parabolic SAR (stop and reverse), Percentage Volume Oscillator (PVO), Pivot Points and Rolling Pivot Points, Price Channels, Price (Comparative) Relative Strength (PRS), Price Momentum Oscillator (PMO), Rate of Change (ROC), Relative Strength Index (RSI), R-Squared (Coefficient of Determination), Simple Moving Average (SMA), Slope and Linear Regression, Smoothed Moving Average (SMMA), Standard Deviation, Stoller Average Range Channel (STARC) Bands, Stochastic Oscillator, Stochastic RSI, SuperTrend, Tillson T3 Moving Average, Triple Exponential Moving Average (TEMA), Triple EMA Oscillator (TRIX), True Strength Index (TSI), Ulcer Index, Ultimate Oscillator, Volume Simple Moving Average, Volume Weighted Average Price (VWAP), Vortex Indicator (VI), Weighted Moving Average (WMA), Williams %R, Williams Alligator, Williams Fractal, and Zig Zag.
tensortrade
An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.