Search Results for "strategy"
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Showing 19 open source projects for "strategy"
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MongoDB Atlas runs apps anywhereMongoDB Atlas gives you the freedom to build and run modern applications anywhere—across AWS, Azure, and Google Cloud. With global availability in over 115 regions, Atlas lets you deploy close to your users, meet compliance needs, and scale with confidence across any geography.
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Build Agents and Models on One PlatformGemini Enterprise Agent Platform is Google Cloud's comprehensive platform for developers to build, scale, govern, and optimize agents and models. Choose from Google's most advanced models and third-party models like Anthropic's Claude Model Family.
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1
ML for Trading
Code for machine learning for algorithmic trading, 2nd edition
On over 800 pages, this revised and expanded 2nd edition demonstrates how ML can add value to algorithmic trading through a broad range of applications. Organized in four parts and 24 chapters, it covers the end-to-end workflow from data sourcing and model development to strategy backtesting and evaluation. Covers key aspects of data sourcing, financial feature engineering, and portfolio management. The design and evaluation of long-short strategies based on a broad range of ML algorithms, how to extract tradeable signals from financial text data like SEC filings, earnings call transcripts or financial news. ... -
2
Quantitative Trading System
A comprehensive quantitative trading system with AI-powered analysis
Quantitative Trading System is a comprehensive quantitative trading platform that integrates artificial intelligence, financial data analysis, and automated strategy execution within a unified software system. The project is designed to provide an end-to-end infrastructure for building and operating algorithmic trading strategies in financial markets. It includes tools for collecting and processing market data from multiple sources, performing statistical and machine learning analysis, and generating trading signals based on quantitative models. ... -
3
PyBroker
Algorithmic Trading in Python with Machine Learning
Are you looking to enhance your trading strategies with the power of Python and machine learning? Then you need to check out PyBroker! This Python framework is designed for developing algorithmic trading strategies, with a focus on strategies that use machine learning. With PyBroker, you can easily create and fine-tune trading rules, build powerful models, and gain valuable insights into your strategy’s performance. -
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AI-Job-Notes
AI algorithm position job search strategy
AI-Job-Notes is a pragmatic notebook for landing roles in machine learning, computer vision, and related engineering tracks. It assembles study paths, checklists, and interview prep materials, but also covers job-search mechanics—portfolio building, resume patterns, and communication tips. The emphasis is on doing: practicing with project ideas, setting up reproducible experiments, and showcasing results that convey impact. It ties technical study (ML/DL fundamentals) to real hiring signals... -
Cut Data Warehouse Costs by 54%BigQuery delivers 54% lower TCO with exabyte scale and flexible pricing. Free migration tools handle the SQL translation automatically.
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5
zvt
Modular quant framework
...The core concept of the system is visual, and the name of the interface corresponds to it one-to-one, so it is also uniform and extensible. You can write and run the strategy in your favorite ide, and then view its related targets, factor, signal and performance on the UI. Once you are familiar with the core concepts of the system, you can apply it to any target in the market. -
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talos
Hyperparameter Optimization for TensorFlow, Keras and PyTorch
Talos radically changes the ordinary Keras, TensorFlow (tf.keras), and PyTorch workflow by fully automating hyperparameter tuning and model evaluation. Talos exposes Keras and TensorFlow (tf.keras) and PyTorch functionality entirely and there is no new syntax or templates to learn. Talos is made for data scientists and data engineers that want to remain in complete control of their TensorFlow (tf.keras) and PyTorch models, but are tired of mindless parameter hopping and confusing... -
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Sonnet
TensorFlow-based neural network library
Sonnet is a neural network library built on top of TensorFlow designed to provide simple, composable abstractions for machine learning research. Sonnet can be used to build neural networks for various purposes, including different types of learning. Sonnet’s programming model revolves around a single concept: modules. These modules can hold references to parameters, other modules and methods that apply some function on the user input. There are a number of predefined modules that already... -
8
fastquant
Backtest and optimize your ML trading strategies with only 3 lines
...The framework enables users to test common strategies such as moving average crossovers, momentum trading, and custom indicators on historical stock data. By automating data retrieval, strategy evaluation, and result visualization, the library reduces the barrier to entry for individuals interested in quantitative finance. The project also supports optimization workflows that allow users to search for parameter combinations that improve trading strategy performance. -
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OpenNMT-tf
Neural machine translation and sequence learning using TensorFlow
OpenNMT is an open-source ecosystem for neural machine translation and neural sequence learning. OpenNMT-tf is a general-purpose sequence learning toolkit using TensorFlow 2. While neural machine translation is the main target task, it has been designed to more generally support sequence-to-sequence mapping, sequence tagging, sequence classification, language modeling. Models are described with code to allow training custom architectures and overriding default behavior. For example, the... -
99.99% Uptime for MySQL and PostgreSQL DatabasesCloud SQL Enterprise Plus delivers near-zero downtime with 35 days of point-in-time recovery. Supports MySQL, PostgreSQL, and SQL Server.
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10
SGX-Full-OrderBook-Tick-Data-Trading
Providing the solutions for high-frequency trading (HFT) strategies
...Several algorithms are used during model selection, including Random Forest, Extra Trees, AdaBoost, Gradient Boosting, and Support Vector Machines. The project evaluates models by predicting price direction within very short time windows and then applying a simple trading strategy based on those predictions. It also measures profitability through profit-and-loss analysis derived from the predicted signals. -
11
Machine Learning Financial Laboratory
MlFinLab helps portfolio managers and traders
MlFinLab is a comprehensive Python library designed to support the development of machine learning strategies in quantitative finance and algorithmic trading. The project provides a large collection of tools that implement techniques from academic research on financial machine learning. It covers the full lifecycle of developing data-driven trading strategies, including data preprocessing, feature engineering, labeling techniques, model training, and performance evaluation. Many of the... -
12
YOLOv4-large
Scaled-YOLOv4: Scaling Cross Stage Partial Network
...Unlike earlier object detection systems that only scale depth or width, this architecture scales multiple aspects of the neural network including structure, resolution, and channel configuration. This scaling strategy enables the model to adapt to different hardware environments while maintaining a strong balance between speed and detection accuracy. The repository includes multiple model variants such as YOLOv4-tiny, YOLOv4-CSP, and large-scale configurations designed for high-performance detection tasks. -
13
surpriver
Find big moving stocks before they move using machine learning
...The framework includes modules for retrieving market data, computing technical indicators, and applying anomaly detection algorithms to identify unusual patterns. The project is intended as a research tool for quantitative finance experiments and algorithmic trading strategy development. -
14
AIAlpha
Use unsupervised and supervised learning to predict stocks
...The project typically involves collecting market data, transforming financial indicators into machine learning features, and training models to identify patterns that may predict market trends. It also demonstrates how models can be evaluated through backtesting frameworks that simulate how a strategy would perform using historical market conditions. By combining financial analytics with machine learning algorithms, the repository illustrates the process of building data-driven investment strategies. -
15
Tensorpack
A Neural Net Training Interface on TensorFlow, with focus on speed
...On common CNNs, it runs training 1.2~5x faster than the equivalent Keras code. Your training can probably gets faster if written with Tensorpack. Scalable data-parallel multi-GPU / distributed training strategy is off-the-shelf to use. Squeeze the best data loading performance of Python with tensorpack.dataflow. Symbolic programming (e.g. tf.data) does not offer the data processing flexibility needed in research. Tensorpack squeezes the most performance out of pure Python with various auto parallelization strategies. There are too many symbolic function wrappers already. ... -
16
BagaturChess
Java Chess Engine
This is UCI Chess Engine writen in Java. Since version 1.4 (inclusive) the project was moved to https://github.com/bagaturchess/Bagatur -
17
FineSplice
Enhanced splice junction detection and estimation from RNA-Seq data
...Following alignment with TopHat2 using known transcript annotations, FineSplice takes as input the resulting BAM file and outputs a confident set of expressed splice junctions with the corresponding read counts. Potential false positives arising from spurious alignments are filtered out via a semi-supervised anomaly detection strategy based on logistic regression. Multiple mapping reads with a unique location after filtering are rescued and reallocated to the most reliable candidate location. FineSplice requires Python 2.x (>= 2.6) with the following modules installed: pysam (http://code.google.com/p/pysam/) and scikit-learn (http://scikit-learn.org/). ... -
18
AdPreqFr4SL
Adaptive Prequential Learning Framework
The AdPreqFr4SL learning framework for Bayesian Network Classifiers is designed to handle the cost / performance trade-off and cope with concept drift. Our strategy for incorporating new data is based on bias management and gradual adaptation. Starting with the simple Naive Bayes, we scale up the complexity by gradually updating attributes and structure. Since updating the structure is a costly task, we use new data to primarily adapt the parameters and only if this is really necessary, do we adapt the structure. ... -
19
Clever Algorithms
Clever Algorithms: Nature-Inspired Programming Recipes
Clever Algorithms collects clear, cookbook-style descriptions of nature-inspired optimization and learning methods, organized so you can pick an algorithm and apply it quickly. Each entry follows a consistent template: motivation, strategy, pseudocode, parameter choices, variations, and references, making it easy to compare approaches. The catalog spans evolutionary algorithms, swarm intelligence, immune systems, simulated annealing, tabu search, and other metaheuristics, plus guidance on when and how to tune them. Example implementations and worked problems show how to encode solutions, define fitness, and balance exploration with exploitation. ...
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