xiqicpt

AITND---Project-8---Backtesting

algo_trading

algorithmic_trading_bot

Python Trading Bot for Algorithmic Trading. Integrates with MetaTrader 5, Binance

AssetAllocation

R package AssetAllocation

backtesting_trading_strategy

Black-Litterman-Portfolio-Optimization-using-RL

black-scholes-cpp

A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).

Bollinger-Bands-Trading-Strategy-with-Python

Dynamic-Investing

Dynamic Investing strategy with nowcasting

economic-indicators

Economic indicators using Python and APIs

Genetic-Algorithm-for-Financial-Portfolio-Optimization

GrandmaCan_first_pygame

jesse

An advanced crypto trading bot written in Python

Long-Short-Statistical-Arbitrage

This is a pairs trading intraday strategy that uses LSTM based price forecasts and EWMA volatility forecasts.

machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

mcpl-editor

A workaround for supporting UTF-8 in MultiCharts's PLE

Neural-Network-Approach-to-Implied-Volatility-Forecasting

Implied volatility is a key aspect when it comes to derivatives pricing. With the growing influence of machine learning in finance, I have investigated the use of LSTMs to forecast 1-day forward Implied Volatility.

notebooks

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

optimization_trading_strategy

pair-trading-view

Pair Trading View - .NET application for visual analysis of synthetic financial instruments based on statistical models.

pybroker

Algorithmic Trading in Python with Machine Learning

Python-Book

Working...

quanttrader

Backtest and live trading in Python

riskparity.py

Fast and scalable construction of risk parity portfolios

rsi_divergence_strategy

SimStock-Representation-Model-for-Stock-Similarities

Official Implementation of SimStock : Representation Model for Stock Similarities

Stop-loss-adjusted-labels

Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets

us-treasury-yield-spread

This repo contains my U.S. Treasury Yield Spread project to visualize the U.S. Treasury Yield Spread chart using data downloaded from the U.S. Department of The Treasury website.

VaR

Value at Risk and Backtest Routines

vartests

Statistical tests for Value at Risk (VaR) Models.