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Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
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.
getting Option Chains from CBOE
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.
A bitcoin trading bot written in node - https://gekko.wizb.it/
Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning
Analyze option strategies
Pair Trading View - .NET application for visual analysis of synthetic financial instruments based on statistical models.
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.
Pair Trading Strategy using Machine Learning written in Python
We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
Quantopian Pairs Trading algorithm implementation.
Shiny frontend for the pairs trade search engine.
Unofficial Documentation of Robinhood Trade's Private API
Python package that grabs your robinhood data and converts it into excel files
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.
Thinkscript strategy using offset regression bands. Works well with indices/diverse ETFs.
Using Technical, Fundamental, and Sentimental Analysis with Machine Learning
Stock Fundamental Analysis using Machine Learning Classification Models
Streamlit — The fastest way to build custom ML tools
Repository for technical analysis scripts, code, algorithms related to stocks, futures, options, and more. Follow me here and on twitter @korygill.
This is the code for "Time Series Prediction" By Siraj Raval on Youtube
A C# client for ThinkOrSwim for getting real time data using RTD.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.