Finding-Alpha-with-AI
| Finding-Alpha-with-AI | Stock_Market_ML_Models | |
|---|---|---|
| 2 | 1 | |
| 15 | 0 | |
| - | - | |
| 3.1 | 1.2 | |
| 11 months ago | about 1 year ago | |
| Jupyter Notebook | ||
| GNU General Public License v3.0 only | - |
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Finding-Alpha-with-AI
Stock_Market_ML_Models
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I am getting alpha of 94191% with this dataset and an attention-based LSTM
Publishing the prediction data here: https://github.com/pmoe7/Stock_Market_ML_Models/blob/main/AAPL_preds.csv
What are some alternatives?
TradeMaster - TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning :fire: :zap: :rainbow:
bsm-time-machine - A Black-Scholes-based options backtesting simulator
inverno - An easy-to-use investment portfolio tracker
fin-ml - This github repository of "Machine Learning and Data Science Blueprints for Finance". Please star.
Business-Valuation-with-Discounted-Cash-Flow-In-Python - Stocks and Assets Valuation via Discounted Cash Flow with Python
QuantitaveFinanceExamplesPy - Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir).
FinanceExamplesPy - Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir). [Moved to: https://github.com/mrtkp9993/QuantitaveFinanceExamplesPy]
gym-continuousDoubleAuction - A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
alpha-mind - quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.