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FreqAI-Marcos-Lopez-De-Prado

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Implementation of "Advances in Financial Machine Learning" quant trading strategies in python (building upon Freqtrade / FreqAI open source project)

GPL-3.0 license

88 stars

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Name		Name	Last commit message	Last commit date
.devcontainer		.devcontainer
.github		.github
build_helpers		build_helpers
config_examples		config_examples
docker		docker
docs		docs
freqtrade		freqtrade
scripts		scripts
tests		tests
user_data		user_data
.coveragerc		.coveragerc
.dockerignore		.dockerignore
.gitattributes		.gitattributes
.gitignore		.gitignore
.pre-commit-config.yaml		.pre-commit-config.yaml
.pylintrc		.pylintrc
.readthedocs.yml		.readthedocs.yml
CONTRIBUTING.md		CONTRIBUTING.md
Dockerfile		Dockerfile
LICENSE		LICENSE
MANIFEST.in		MANIFEST.in
README.md		README.md
docker-compose.yml		docker-compose.yml
environment.yml		environment.yml
freqtrade.service		freqtrade.service
freqtrade.service.watchdog		freqtrade.service.watchdog
mkdocs.yml		mkdocs.yml
pyproject.toml		pyproject.toml
requirements-dev.txt		requirements-dev.txt
requirements-freqai-rl.txt		requirements-freqai-rl.txt
requirements-freqai.txt		requirements-freqai.txt
requirements-hyperopt.txt		requirements-hyperopt.txt
requirements-litmus.txt		requirements-litmus.txt
requirements-plot.txt		requirements-plot.txt
requirements.txt		requirements.txt
setup.cfg		setup.cfg
setup.py		setup.py
setup.sh		setup.sh

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Project Litmus

Goal: Implement trading strategies described in "Advances in Financial Machine Learning" building upin FreqAI / Freqtrade open source project.

Location of Code:

Look in FreqAI-Marcos-Lopez-De-Prado/freqtrade/litmus/
FreqAI-Marcos-Lopez-De-Prado/user_data
FreqAI-Marcos-Lopez-De-Prado/user_data/strategies/LitmusSimpleStrategy.py

Status of project

No longer being developed. Sharing here in case helpful for others.

About

Implementation of "Advances in Financial Machine Learning" quant trading strategies in python (building upon Freqtrade / FreqAI open source project)

GPL-3.0 license

88 stars

4 watching

Report repository

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