├── .gitignore ├── 0 - Preparing custom dataset for Zipline.ipynb ├── 1 - Hello World in Zipline backtester.ipynb ├── 2 - ARIMA time-series modelling.ipynb ├── 3 - Cointegration Mean Reversion Pairs Trading.ipynb ├── README.md ├── utils └── plotting.py └── zipline_extensions ├── .DS_Store ├── bundles └── fxcm.py └── calendar_fxcm.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/grananqvist/Machine-Learning-Trading-Strategies/HEAD/.gitignore -------------------------------------------------------------------------------- /0 - Preparing custom dataset for Zipline.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/grananqvist/Machine-Learning-Trading-Strategies/HEAD/0 - Preparing custom dataset for Zipline.ipynb -------------------------------------------------------------------------------- /1 - Hello World in Zipline backtester.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/grananqvist/Machine-Learning-Trading-Strategies/HEAD/1 - Hello World in Zipline backtester.ipynb -------------------------------------------------------------------------------- /2 - ARIMA time-series modelling.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/grananqvist/Machine-Learning-Trading-Strategies/HEAD/2 - ARIMA time-series modelling.ipynb -------------------------------------------------------------------------------- /3 - Cointegration Mean Reversion Pairs Trading.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/grananqvist/Machine-Learning-Trading-Strategies/HEAD/3 - Cointegration Mean Reversion Pairs Trading.ipynb -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/grananqvist/Machine-Learning-Trading-Strategies/HEAD/README.md -------------------------------------------------------------------------------- /utils/plotting.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/grananqvist/Machine-Learning-Trading-Strategies/HEAD/utils/plotting.py -------------------------------------------------------------------------------- /zipline_extensions/.DS_Store: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/grananqvist/Machine-Learning-Trading-Strategies/HEAD/zipline_extensions/.DS_Store -------------------------------------------------------------------------------- /zipline_extensions/bundles/fxcm.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/grananqvist/Machine-Learning-Trading-Strategies/HEAD/zipline_extensions/bundles/fxcm.py -------------------------------------------------------------------------------- /zipline_extensions/calendar_fxcm.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/grananqvist/Machine-Learning-Trading-Strategies/HEAD/zipline_extensions/calendar_fxcm.py --------------------------------------------------------------------------------