• NBI

  • Referenced in 208 articles [sw05075]
  • techniques for tracing the trade-off curve since continuation strategies cannot easily be extended...
  • quantmod

  • Referenced in 18 articles [sw09998]
  • build, trade, and analyse quantitative financial trading strategies...
  • ASTA

  • Referenced in 16 articles [sw00051]
  • test bench for old and new trading strategies, An interactive development tool for trading rules...
  • CVXPortfolio

  • Referenced in 7 articles [sw26998]
  • volatility. CVXPortfolio provides functionality for implementing trading strategies using the convex optimization package CVXPY...
  • finmarketpy

  • Referenced in 2 articles [sw26053]
  • market data and also to backtest trading strategies using a simple to use API, which ... library: Prebuilt templates for backtesting trading strategies; Display historical returns for trading strategies; Investigate seasonality ... trading strategies; Conduct market event studies around data events; In built calculator for risk weighting...
  • CORN

  • Referenced in 8 articles [sw15436]
  • termed CORrelation-driven Nonparametric learning strategy (CORN) for actively trading stocks. CORN effectively exploits statistical...
  • PAMR

  • Referenced in 13 articles [sw15437]
  • from machine learning, the proposed portfolio selection strategy can effectively exploit the mean reversion property ... update scheme, we find that it nicely trades off between portfolio return and volatility risk ... reflects the mean reversion trading principle. We also present several variants of PAMR algorithm, including ... mixture algorithm which mixes PAMR and other strategies. We conduct extensive numerical experiments to evaluate...
  • RTAQ

  • Referenced in 2 articles [sw10088]
  • input for the implementation of intraday trading strategies, the measurement of liquidity and volatility ... functions to carefully clean and match the trades and quotes data, calculate ex post liquidity...
  • MAGIC

  • Referenced in 38 articles [sw14159]
  • using predicate ahstraction, and resolves the inherent trade-off between model accuracy and scalability ... abstraction refinement. Viewing counterexamples as winning strategies in a simulation game between the implementation...
  • FinRL

  • Referenced in 1 article [sw36051]
  • develop their own stock trading strategies. Along with easily-reproducible tutorials, FinRL library allows users ... environments are configured with stock market datasets, trading agents are trained with neural networks...
  • SharpeR

  • Referenced in 1 article [sw36346]
  • analyzing significance of assets, funds, and trading strategies, based on the Sharpe ratio and overfit...
  • Strategy

  • Referenced in 0 articles [sw18169]
  • package Strategy. Generic Framework to Analyze Trading Strategies. Users can build and test customized quantitative ... trading strategies. Some quantitative trading strategies are already implemented, e.g. various moving-average filters with...
  • MCS

  • Referenced in 9 articles [sw02814]
  • produce a solution that offers a good trade-off between criteria, the MCS algorithm alternates ... several Branch & Bound searches following diversified search strategies. It is implemented...
  • DyC

  • Referenced in 13 articles [sw09692]
  • compiled region; the specializer supports various caching strategies for managing dynamically generated code and mixes ... branch successors. Most of the key cost/benefit trade-offs in the binding-time analysis...
  • spongent

  • Referenced in 21 articles [sw08445]
  • present-type permutation, following the hermetic sponge strategy. Its smallest implementations in ASIC require ... explore some of its numerous implementation trade-offs. We furthermore present a security analysis...
  • PortfolioEffectHFT

  • Referenced in 0 articles [sw15550]
  • cloud service for backtesting high frequency trading (HFT) strategies, intraday portfolio analysis and optimization. Includes...
  • MUSE

  • Referenced in 1 article [sw16344]
  • strategy and absolute path mapping strategy, aimed to make trade-off according to different application...
  • Hypermax

  • Referenced in 1 article [sw35101]
  • accurate optimizer that trades off between explore-style and exploit-style strategies in an intelligent...
  • NEFCLASS-X

  • Referenced in 4 articles [sw27865]
  • interpreted conveniently. There is usually a trade-off between accuracy and readability. This paper discusses ... learning process and how interactive strategies for pruning rules and variables from a trained classifier...
  • DeltaCCS

  • Referenced in 4 articles [sw14476]
  • overcome potential scalability limitations of those existing strategies, we propose a novel approach for incremental ... results obtained from various experiments concerning efficiency trade-offs compared to existing approaches...