maxclchen Goto Github PK

trading_evolved

Trading Evolved book code

trading_strategies

Testing ideas for trading strategies

trading_strategies-1

Implementations of various trading strategies

tradingbot

Crypto Trading Bot - Momentum

tradingstrategies

Backtester for market neutral equity trading strategies. The code generates long and short signals for each security and then constructs a neutral portfolio.

tradingview-webhook-trading-bot

Flask app receiving alerts from TradingView and automatically place an order or send the chart to Discord where you can choose whether to take the trade or not through a bot.

trend_following

Developing a trend following model using futures

triangulararbitragecryptos

tsmom

Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.

tsmom-1

Time-Series Momentum Strategies

tuneta

Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models

tutorials

tw_stock_class

tw_stock_class data storage and additional materials

twquanttrading

2022/4/28_Lecture

twstock

台灣股市股票價格擷取 (含即時股票資訊) - Taiwan Stock Opendata with realtime

udemy-advanced-cryptocurrencies-strategies-for-algorithmic-tradinhg-2022

using-k-means-clustering-for-pair-selection-in-python

Jupyter Notebook of Blog "Using K-Means Clustering for Pair Selection in Python" Published on QuantInsti's Blog.

using-random-forest-to-model-limit-order-book-dynamic

I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead

uw-cfrm-462-portfolio-optimization

Term paper for CFRM 462 (Intro to Computational Finance and Financial Econometrics) at the University of Washington

vecm-

The code lets you create, plot, estimate Vector Error Correction Models on FANG stocks.

vector-error-correction

vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

vgg16convolutionalautoencoder

vnpy

vnpy_deribit

vn.py框架的Deribit交易接口

vnpy_ib

VeighNa框架的InteractiveBrokers交易接口

vnpy_sinopac

VeighNa框架的 Sinopac 交易接口

volatilipy

Python wrappers around QuantLib and Pandas to easily generate volatility surfaces

wattnet-fx-trading

WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series

winter-camp-2019