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

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markdregan/FreqAI-Marcos-Lopez-De-Prado

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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.

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

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