jo-cho/trading-rules-using-machine-learning
Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
This project helps quantitative traders and financial analysts create and refine automated trading strategies. It takes raw financial tick data, processes it into tradeable bars, and generates buy/sell signals informed by both traditional momentum indicators and a machine learning model. The output is a set of optimized trading rules for entering and exiting positions, aiming to improve profitability and manage risk.
No commits in the last 6 months.
Use this if you are a quantitative trader or financial analyst looking to build or enhance a financial trading strategy using machine learning to predict momentum and detect market regimes.
Not ideal if you are looking for a fully-managed trading bot or a tool for manual discretionary trading decisions without quantitative analysis.
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Last pushed
Mar 27, 2023
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