Pinned Repositories
alpha2
pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"
alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
DeepKoopman
neural networks to learn Koopman eigenfunctions
FinBERT_feat_eng_for_Momentum_Transformer
A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking financial news sentiment and novel price action and VWAP proximity oscillators
icli
interactive brokers ibkr api command line interface cli giving you the fastest way to lose all your money
MacroHFT
PPO-trading-RL
Predicting-the-Price-of--Anything--on-Stock-Market-Vol.1
This project is about beating the market and debugging a myth: LSTM + Stock Market = $$$.
price-loaders
A Python module for helping to data from Yahoo Finance and TradingView
Rainbow-Agent
Replicate of Reinforcement Learning Rainbow with Tensorflow 2 from paper "Rainbow: Combining Improvements in Deep Reinforcement Learning"
crperez's Repositories
crperez/alpha2
pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"
crperez/alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
crperez/DeepKoopman
neural networks to learn Koopman eigenfunctions
crperez/FinBERT_feat_eng_for_Momentum_Transformer
A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking financial news sentiment and novel price action and VWAP proximity oscillators
crperez/icli
interactive brokers ibkr api command line interface cli giving you the fastest way to lose all your money
crperez/MacroHFT
crperez/PPO-trading-RL
crperez/Predicting-the-Price-of--Anything--on-Stock-Market-Vol.1
This project is about beating the market and debugging a myth: LSTM + Stock Market = $$$.
crperez/price-loaders
A Python module for helping to data from Yahoo Finance and TradingView
crperez/Rainbow-Agent
Replicate of Reinforcement Learning Rainbow with Tensorflow 2 from paper "Rainbow: Combining Improvements in Deep Reinforcement Learning"
crperez/RL-Trading-Agent
Profitable Reinforcement Learning Agent on Crypto Markets
crperez/Simple-kNN-Gzip
A simplistic linear and multiprocessed approach to sentiment analysis using Gzip Normalized Compression Distances with k nearest neighbors
crperez/slow-momentum-fast-reversion
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
crperez/Stock-Prediction-Models
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
crperez/Stock-TFT
Stock price prediction using a Temporal Fusion Transformer
crperez/trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
crperez/weighted-likelihood-filter
crperez/smart-money-concepts
Discover our Python package designed for algorithmic trading. It brings ICT's smart money concepts to Python, offering a range of indicators for your trading strategies.
crperez/stock_trend_prediction
Use massive historical data to predict stock trend using statistical economics models
crperez/stockpredictionai
In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a
crperez/tabnet
PyTorch implementation of TabNet paper : https://arxiv.org/pdf/1908.07442.pdf
crperez/thetagang
ThetaGang is an IBKR bot for collecting money
crperez/Time-Series-Library
A Library for Advanced Deep Time Series Models.
crperez/TraderNet-CRv2
TraderNet-CRv2 - Combining Deep Reinforcement Learning with Technical Analysis and Trend Monitoring on Cryptocurrency Markets
crperez/trading_gym
crperez/TradingGym
Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
crperez/tvdatafeed
A simple TradingView historical Data Downloader
crperez/VARsMA
Code for Vector Autoregressive with scalar Moving Average Model. Check out the notebook VARsMA.ipynb for how to use the library. This is an extension of the VAR model in Time Series Analysis dealing with moving average components.