Stars
This Repo contains code and files for the ST451 Bayesian Machine Learning at the London School of Economics and Political Science
BackTrader中文教程笔记(by:量化投资与机器学习),系统性介绍Bactrader的特性、策略构建、数据结构、回测交易等,彻底掌握量化神器的使用方法。章节:介绍篇、数据篇、指标篇、交易篇、策略篇、可视化篇……(持续更新中)
The code from my video "Stream and Archive Real-Time level 2 orderbook data in Python"
crypto pairs trading based on SSD (sum of squared differences) method
Full code for my Medium article on how I code a simple Python Stock Screen.
Here I test a simple ML trading strategy
Try to predict stock price with LSTM、GAN and DRL, exploring the features of news and technical indicators,which help improving perfomance of predictions.
This project studies the effects of the shape parameter estimator uncertainty at different threshold levels on the value-at-risk confidence interval for quantitative risk management (QRM) using the…
This is a collection of all the code that can be found on my YouTube channel Sigma Coding.
The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimization
Python Streamlit web app with an SQLite user login/authentication system. Application allows users to select multiple stocks, metrics, and visualizations. A Langchain pandas agent utilizing GPT-4 a…
Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).
keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test
A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading