kb2025 Goto Github PK

adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

alpacademo

calspread

Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a Bollinger Band mean reversion strategy. Runs in Moonshot. Demonstrates using exchange native spreads for live/paper trading, and non-native spreads for backtesting.

cboe_options

getting Option Chains from CBOE

crackspreads

Crack spread is the price differential between crude oils and refined products. "Crack" refers to the catalyzing and heating process that results in the breaking down of the carbon bonds, hence the name "cracking". The spreads represent industry refining margins and lend insight into economic activities. The spreads are thought to be seasonal. The below code investigates a few crack spreads visually to establish such relationships.

gekko

A bitcoin trading bot written in node - https://gekko.wizb.it/

mfdcca2020

mlfinlab

Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning

opscan

option-analyzer

Analyze option strategies

pair-trading-view

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

pairs-pipeline

Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for cointegration using the Johansen test, then runs in-sample backtests on all cointegrating pairs, then runs an out-of-sample backtest on the 5 best performing pairs.

pairs-trading-equities

pairs-trading-with-machine-learning

Pair Trading Strategy using Machine Learning written in Python

pairstrade-fyp-2019

We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.

quantopian_pairs_trader

Quantopian Pairs Trading algorithm implementation.

r-pairstrading-shiny

Shiny frontend for the pairs trade search engine.

robinhood

Unofficial Documentation of Robinhood Trade's Private API

robinhood-to-xlsx

Python package that grabs your robinhood data and converts it into excel files

statistical-arbitrage-algorithmic-trading

A Project to identify statistical arbitrage opportunities between cointegrated pairs. This is referred to as 'Pairs Trading' which is a bet on the mean reversion property of the spread.

stdrev

Thinkscript strategy using offset regression bands. Works well with indices/diverse ETFs.

stock-analyzer

Using Technical, Fundamental, and Sentimental Analysis with Machine Learning

stock-performance-predictor-2.0

Stock Fundamental Analysis using Machine Learning Classification Models

streamlit

Streamlit — The fastest way to build custom ML tools

tda

teach-machine-to-trade

technical-analysis

Repository for technical analysis scripts, code, algorithms related to stocks, futures, options, and more. Follow me here and on twitter @korygill.

time_series_prediction

This is the code for "Time Series Prediction" By Siraj Raval on Youtube

tos-and-thinkscript-snippet-collection

tos-client

A C# client for ThinkOrSwim for getting real time data using RTD.