algorithmic-trading
Mathematical Finance
Learnings on Finance from the computational approach
This repo is for
- Algo trading
- stock price prediction
- Optimizing ETF holdings
- Portfolio theory and other learning
Cool things to skim
- Algo Trading with the SMA
- FNGU ETF Decompotion and Correlation.ipynb
- Analysis only, rough prediction code
- XEG ETF Decompotion and Correlation.ipynb
- Good for real life
- FNGU ICA.ipynb
- Regression with MLP, LSTM, GRU.ipynb
In FNGU ICA I ran a LSTM on the ICA of several equities to predict QQQ.
