GitHub - Nathaniel-Coulter/TradingAlgorithms: To be paired with our models (Multivariate GARCH, Brownian Motion and Monte Carlo). My favorite two algorithms in this repository are the TWAP (Time Weighted Average Price) and VWAP (Volume Weighted Average Price) algorithms that combine and apply time series, with the afformentioned models to predict the random fluctuations in equity index pricing

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 12 Commits
Black-Scholes (for LIVE api or csv).py		Black-Scholes (for LIVE api or csv).py
Bollinger Bands, MA, Mean Reversion.py		Bollinger Bands, MA, Mean Reversion.py
Hedging, Stop Loss, Take profit.py		Hedging, Stop Loss, Take profit.py
MyObjective		MyObjective
TWAP-Time Weighted Average Price.py		TWAP-Time Weighted Average Price.py
VWAP-Volume Weighted Average Price.py		VWAP-Volume Weighted Average Price.py

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To be paired with our models (Multivariate GARCH, Brownian Motion and Monte Carlo). My favorite two algorithms in this repository are the TWAP (Time Weighted Average Price) and VWAP (Volume Weighted Average Price) algorithms that combine and apply time series, with the afformentioned models to predict the random fluctuations in equity index pricing

bollinger-bands movingaverage