Pinned Repositories
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Advanced-Deep-Trading
Mostly experiments based on "Advances in financial machine learning" book
ai_all_resources
A curated list of Best Artificial Intelligence Resources
Machine-Learning-ES-Emini-Futures
This projects explores Machine Learning, how I apply it to day trading ES E-mini futures contract, and Sierra Charts
TradovatePy
Python wrapper for the Tradovate API
TreasuryFutureTrading
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
texasraj's Repositories
texasraj/TreasuryFutureTrading
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
texasraj/AlphaTrading
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
texasraj/Binance-Trading-Bot
Makes pseudo trades based on Stochastic RSI and Bollinger Band indicators with live data from Binance.us exchange
texasraj/capm_shiny
Demo project of creating an interactive analytical tool for stock market using CAPM.
texasraj/edgar_crawler
texasraj/ExplicitImpliedVolatility
For the first time we derived a closed form solution for Black-Scholes impled volatility
texasraj/FloydHub-Q-Learning-Blog
Contains the Jupyter Notebook made for a FloydHub article on Q-Learning
texasraj/HFT-price-prediction
A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
texasraj/HighFrequencyTradingBot
Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies
texasraj/MonteCarlo
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
texasraj/odsc2018
texasraj/orderbook_modeling
Example of order book modeling.
texasraj/pairs_trading_cryptocurrencies_strategy_catalyst
Pairs trading strategy example based on Catalyst
texasraj/peakdetect
Simple peak detection
texasraj/PyLimitOrderBook
Limit Order Book Implemented in Python
texasraj/pyrenko
texasraj/Q-Learning-for-Trading
texasraj/q-trader
Deep Q-learning driven stock trader bot
texasraj/quantcon2018
texasraj/quantopian-india
texasraj/Reinforcement-learning-in-portfolio-management-
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.
texasraj/Reinforcement_Learning_for_Stock_Prediction
This is the code for "Reinforcement Learning for Stock Prediction" By Siraj Raval on Youtube
texasraj/renko_trend_following_strategy_catalyst
Example of adaptive trend following strategy based on Renko
texasraj/rithmic
texasraj/stochasticscalper
Working Stochastic Scalper saved
texasraj/stock-prediction-intraday
Python Program to predict Intra-day stocks
texasraj/teach-machine-to-trade
texasraj/tick_mean_reversion
tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一段时间
texasraj/Time-Series-Segmentation-and-Similarity-Matching
This is the code for segmenting time series using Turning Points algorithm and noting the effect of segmentation on time series similarity matching.
texasraj/TrendBreakerPL_PSO_backtrader
Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.