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trading-strategy

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quant-trading

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

  • Updated Apr 14, 2024
  • Python
CryptoLovec

Данный скрипт написан на Python и автоматически собирает чеки из чатов на вашем аккаунте.This script is written in Python and automatically collects receipts from chats on your account.

  • Updated Apr 6, 2024

In this work an application of the Triple-Barrier Method and Meta-Labeling techniques is explored with XGBoost for the creation of a sentiment-based trading signal on the S&P 500 stock market index. The results confirm that sentiment data have predictive power, but a lot of work is to be carried out prior to implementing a strategy.

  • Updated Feb 25, 2024
  • Jupyter Notebook

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