stefan-jansen/machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
Jupyter Notebook
Issues
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- 7
No object named P in the file
#310 opened by Impesud - 3
- 5
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For the alpha101 factor, how do you consider the stock's suspension period in your calculation process?
#327 opened by berisfu - 1
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rsi
#301 opened by ishikabansal77 - 2
Daily historical return deciles
#302 opened by ishikabansal77 - 2
back testing is not working
#303 opened by AkshayVaghani - 1
Chapter 7 - Evaluating signals using alphalens
#304 opened by lyubomir-vasilev - 3
01_parse_itch_order_flow_messages
#306 opened by BasselCapm - 1
installation get stuck / mamba env update -n ml4t -f installation/ml4t-base.yml
#309 opened by carstenf - 1
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Unable to replicate backtest performance | Chapter 8 02_backtesting_with_zipline
#312 opened by benhsampson - 1
TypeError: download() got multiple values for argument 'start' when using pandas_datareader.data
#313 opened by edward1019 - 1
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Chapter 22_deep_reinforcement_learning Google Colab Python 3.10 03_lunar_lander
#318 opened by martin0 - 0
ML pipeline on orderflow data
#319 opened by TheSnowGuru - 1
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Ch 11-5 LightGBM Random Forest & Ch 12-5/8 LightGBM and Catboost Prediction Probability Scores
#324 opened by hbtholen - 2
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Chapter 12, 04_preparing_the_model_data.ipynb
#278 opened by ir0nt0ad - 0
Reconstructed order book data seems incorrect
#323 opened by dylanprins - 4
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--
#308 opened by VictorCozer2 - 1
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Chapter 8 02_backtesting_with_zipline
#305 opened by lyubomir-vasilev - 1
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04_q_learning_for_trading -> experience_replay(self) --> predict q values gives shape mismatch error
#288 opened by yeonmo317 - 1
problem in Long-Short Strategy, Part 1: Preparing Alpha Factors and Features
#300 opened by ishikabansal77 - 1
07_linear_models/05_predicting_stock_returns_with_linear_regression.ipynb--->Syntax error for top_coeffs of Ridge Regression
#286 opened by Fdu-lijiachen - 1
12_gradient_boosting_machines/06_evaluate_trading_signals.ipynb KeyError: 'No object named predictions/1/1134/63/7/500 in the file'
#281 opened by dhsusf - 7
Cannot create stooq data
#283 opened by doruirimescu - 2
01_pandas_datareader_demo.ipynb from chapter 2
#285 opened by sgjohnson1981 - 1
Mamba env installation fails
#287 opened by hacky1610 - 7
Chapter 2 notebook 1. Key error.
#296 opened by gonzalodes - 2
facing error while installing ta-lib
#297 opened by ishikabansal77 - 1
%load_ext zipline
#299 opened by ishikabansal77 - 1
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Dependent variable of market beta estimation
#291 opened by mk0417 - 1
SARIMA notebook - huge amount of errors
#294 opened by shimritabraham - 1
ML4T Workflow - Vectorized versus event driven - script data.py not found on githup package
#290 opened by gmolinaro-git - 1
Zipline ingest Issues
#293 opened by BirdyLiu6471023 - 2
MESSAGE_TYPES.XLS CHAPTER 2
#295 opened by ishikabansal77 - 0
Please make this repository private
#289 opened by mary-gatech - 1
Zipline for minute bars
#282 opened by ir0nt0ad - 0
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Error in training the agent: not enough values to unpack in trading_environment.step
#277 opened by Maathouse