/FreqAI-Marcos-Lopez-De-Prado

Implementation of "Advances in Financial Machine Learning" quant trading strategies in python (building upon Freqtrade / FreqAI open source project)

Primary LanguagePythonGNU General Public License v3.0GPL-3.0

Project Litmus

Goal: Implement trading strategies described in "Advances in Financial Machine Learning" building upin FreqAI / Freqtrade open source project.

Location of Code:

  • Look in FreqAI-Marcos-Lopez-De-Prado/freqtrade/litmus/
  • FreqAI-Marcos-Lopez-De-Prado/user_data
  • FreqAI-Marcos-Lopez-De-Prado/user_data/strategies/LitmusSimpleStrategy.py

Status of project

  • No longer being developed. Sharing here in case helpful for others.