Rayyy's repositories
HFT-using-Machine-Learning
My first high-frequency trading strategy using machine learning
superblack.github.io
A novel time series forecasting model, called CEEMDAN-TCN.
AITrading
Reinforcement Learning for trading cryptocurrencies, stocks and forex
antropy
AntroPy: entropy and complexity of (EEG) time-series in Python
asx_gym
Open AI Gym Env for Australia Stock Exchange (ASX)
attention-is-all-you-need-keras
A Keras+TensorFlow Implementation of the Transformer: Attention Is All You Need
autofeat
Linear Prediction Model with Automated Feature Engineering and Selection Capabilities
CEEMDAN_LSTM
CEEMDAN_LSTM is a Python project for decomposition-integration forecasting models based on EMD methods and LSTM.
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.
DeepLOB-Model-Implementation-Project
This repo contains some codes and outputs of my implementation of DeepLOB model.
dragonbox
Reference implementation of Dragonbox in C++
featuretools
An open source python library for automated feature engineering
finta
Common financial technical indicators implemented in Pandas.
improved_DeepLOB
This repo contains my reimplementation and improvement of DeepLOB model.
keras-tcn
Keras Temporal Convolutional Network.
LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
meta-labeling
Code base for the meta-labeling papers published with the Journal of Financial Data Science
mlbot_tutorial
A tutorial for algorithmic trading bot using machine learning.
MODWT-MARS
Hybrid MODWT-MARS model for financial time series forecasting
muzero-general
MuZero
pyfolio-reloaded
Portfolio and risk analytics in Python
tensortrade
An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.
trading-rules-using-machine-learning
A financial trading method using machine learning.
TSCV
Time Series Cross-Validation -- an extension for scikit-learn
tsfel
An intuitive library to extract features from time series.
tulipy
[NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)