Stock-Prediction-Models
ubique
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Stock-Prediction-Models | ubique | |
---|---|---|
215 | 1 | |
6,620 | 109 | |
- | - | |
0.0 | 1.8 | |
about 1 year ago | about 3 years ago | |
Jupyter Notebook | JavaScript | |
Apache License 2.0 | - |
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Stock-Prediction-Models
ubique
-
Show HN: I discovered a trading algorithm that returns ~24.85% annually
I forked your project and added a financial metrics analysis package.
.067 sharpe ratio, .11 sortino, largest drawdown was ~41%
Not very good numbers. Fun stuff though!
[0] https://github.com/maxto/ubique
What are some alternatives?
Behavior-Sequence-Transformer-Pytorch - This is a pytorch implementation for the BST model from Alibaba https://arxiv.org/pdf/1905.06874.pdf
Alpaca-API - The Alpaca API is a developer interface for trading operations and market data reception through the Alpaca platform.
CryptoGPU - Cryptocurrency prices analysis
SectorTradingAlgorithm
Reinforcement-Learning - Learn Deep Reinforcement Learning in 60 days! Lectures & Code in Python. Reinforcement Learning + Deep Learning
SectorTradingAlgorithm
ent.hpp - A header-only library that applies various tests to sequences of bytes stored in files and reports the results of those tests. The class is useful for evaluating pseudorandom number generators for encryption and statistical sampling applications, compression algorithms, and other applications where the information density of a file is of interest.
trading-bot - Stock Trading Bot using Deep Q-Learning