/algorithmic-trading

Learnings on Finance from the computational approach

Primary LanguageJupyter NotebookGNU General Public License v3.0GPL-3.0

Mathematical Finance

Learnings on Finance from the computational approach

This repo is for

  • Algo trading
  • stock price prediction
  • Optimizing ETF holdings
  • Portfolio theory and other learning

Cool things to skim

  • Algo Trading with the SMA
  • FNGU ETF Decompotion and Correlation.ipynb
    • Analysis only, rough prediction code
  • XEG ETF Decompotion and Correlation.ipynb
    • Good for real life
  • FNGU ICA.ipynb
  • Regression with MLP, LSTM, GRU.ipynb

In FNGU ICA I ran a LSTM on the ICA of several equities to predict QQQ. base64 image..