ultra1971's repositories
backtrader_ib_insync
Async integration between backtrader and Interactive brokers.
algotrading_stack
Microservices Stack for AlgoTrading
adverse-regime-detection
Adverse regime forecasting using leading macroeconomic indicators and machine learning algorithms, including common regression algorithms and Hidden Markov Models.
Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
pair_trading_medium
AlphaWaveData delivers APIs for financial data analysis.
pairs_trading
experiments with pair trading
python-deep-learning
python deep learning notebooks
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).
trading-rules-using-machine-learning
A financial trading method using machine learning.
fear-greed-index
Python CNN Fear and Greed Index wrapper
Gradient-Free-Optimizers
Simple and reliable optimization with local, global, population-based and sequential techniques in numerical discrete search spaces.
Insider-Trades
A scraper that will collect data about insider trades for various public companies as well as their stock prices at the time of each trade.
lppls
Library for fitting the LPPLS model to data.
mljar-supervised
Automated Machine Learning Pipeline with Feature Engineering and Hyper-Parameters Tuning :rocket:
pairs-trading
Pairs trading strategies
Pairs-Trading-with-Machine-Learning
Pair Trading Strategy using Machine Learning written in Python
quant-trading
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
Recession-Predictor
Project description: https://medium.com/p/recession-prediction-using-machine-learning-de6eee16ca94?source=email-2adc3d3cd2ed--writer.postDistributed&sk=2f1dab9738769f9658634e61576a08bd
shap-hypetune
A python package for simultaneous Hyperparameters Tuning and Features Selection for Gradient Boosting Models.
stocker
Stock Price Prediction
Stocks
Programs for stock prediction and evaluation
tactical-asset-allocation
Implements different approaches to tactical and strategic asset allocation
trendln
Support and Resistance Trend lines Calculator for Financial Analysis
tseries-patterns
trend / momentum and other patterns in financial timeseries
tuneta
Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models
vectorbt
Ultimate Python library for time series analysis and backtesting at speed and scale
wittgenstein
Ruleset covering algorithms for transparent machine learning