philippe-ostiguy/PyBacktesting
🚀 Optimizing the Elliott Wave Theory using genetic algorithms to forecast the financial markets.
This project helps quantitative traders and financial analysts evaluate and optimize trading strategies based on the Elliott Wave Theory. It takes historical financial market data (like EUR/USD hourly prices) and uses genetic algorithms to fine-tune strategy parameters. The output is an optimized trading model with performance metrics like the Sharpe ratio, indicating its potential profitability and risk.
174 stars. No commits in the last 6 months.
Use this if you are a quantitative trader or analyst who wants to systematically backtest and optimize Elliott Wave-based trading strategies using machine learning techniques.
Not ideal if you are looking for a plug-and-play trading bot, as this project requires some familiarity with coding and financial modeling to adapt and run.
Stars
174
Forks
54
Language
Python
License
MIT
Category
Last pushed
Mar 01, 2021
Commits (30d)
0
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