GitHub topics: event-driven-trading
muMAJJI/Trading---CUSUM-FILTER
CUSUM (Cumulative Sum) filter for detecting structural shifts in financial time series, implemented in Python
Language: Jupyter Notebook - Size: 128 KB - Last synced at: 16 days ago - Pushed at: 16 days ago - Stars: 0 - Forks: 0
Zhihan1996/TradeTheEvent
Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading." In Findings of ACL2021
Language: Python - Size: 5.27 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 61 - Forks: 19
