Pinned Repositories
60_Days_RL_Challenge
Learn Deep Reinforcement Learning in Depth in 60 days
AITrading
Reinforcement Learning for trading cryptocurrencies, stocks and forex
alpha101_test
antropy
AntroPy: entropy and complexity of (EEG) time-series in Python
asx_gym
Open AI Gym Env for Australia Stock Exchange (ASX)
deep-RL-trading
Playing trading games with deep reinforcement learning
deep_rl_trader
Trading Environment(OpenAI Gym) + DDQN (Keras-RL)
HFT-using-Machine-Learning
My first high-frequency trading strategy using machine learning
superblack.github.io
A novel time series forecasting model, called CEEMDAN-TCN.
Trading-Gym
A Trading environment base on Gym
Ray-0403's Repositories
Ray-0403/HFT-using-Machine-Learning
My first high-frequency trading strategy using machine learning
Ray-0403/superblack.github.io
A novel time series forecasting model, called CEEMDAN-TCN.
Ray-0403/OpenFE
OpenFE: automated feature generation with expert-level performance
Ray-0403/alpha101_test
Ray-0403/antropy
AntroPy: entropy and complexity of (EEG) time-series in Python
Ray-0403/attention-is-all-you-need-keras
A Keras+TensorFlow Implementation of the Transformer: Attention Is All You Need
Ray-0403/autofeat
Linear Prediction Model with Automated Feature Engineering and Selection Capabilities
Ray-0403/CEEMDAN_LSTM
CEEMDAN_LSTM is a Python project for decomposition-integration forecasting models based on EMD methods and LSTM.
Ray-0403/DEAP-alpha-learner
Alpha mining with DEAP-based genetic programming.
Ray-0403/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
Ray-0403/dragonbox
Reference implementation of Dragonbox in C++
Ray-0403/featuretools
An open source python library for automated feature engineering
Ray-0403/financial-feature-engineering-using-GA
financial feature engineering using GA, based on Deap library, check notebook
Ray-0403/finta
Common financial technical indicators implemented in Pandas.
Ray-0403/keras-tcn
Keras Temporal Convolutional Network.
Ray-0403/legitindicators
Collection of indicators that I used in my strategies.
Ray-0403/Lightweight-Backtest-Module-for-quantitative-trading
Ray-0403/LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
Ray-0403/meta-labeling
Code base for the meta-labeling papers published with the Journal of Financial Data Science
Ray-0403/mlbot_tutorial
A tutorial for algorithmic trading bot using machine learning.
Ray-0403/MODWT-MARS
Hybrid MODWT-MARS model for financial time series forecasting
Ray-0403/Multi-Horizon-Forecasting-for-Limit-Order-Books
Ray-0403/Paper_Replication_Reimaging_of_Price_Trend
Ray-0403/pyfolio-reloaded
Portfolio and risk analytics in Python
Ray-0403/QuantTrading
Ray-0403/trading-rules-using-machine-learning
A financial trading method using machine learning.
Ray-0403/TSCV
Time Series Cross-Validation -- an extension for scikit-learn
Ray-0403/tsfel
An intuitive library to extract features from time series.
Ray-0403/tulipy
[NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)
Ray-0403/TWMA