Ornstein_Uhlenbeck_Model

Unverified Other strategy on Multi by 369geofreeman. BotFinder score 18 out of 100.

A log likelihood process for optimal entry / exit / stopping.

Source: github

Explorer/Multi/Ornstein_Uhlenbeck_Model
18
Data index
MultiMedium risk⚠ Unverified

Ornstein_Uhlenbeck_Model

369geofreemanGitHub
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Profit factor
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Track record
4.3y
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Ornstein_Uhlenbeck_Model

OrnsteinUhlenbeckModel Divided into three sections: - Estimate the Ornstein Uhlenbeck parameters with log likelihood - Apply the parameters to solve the optimal Stopping problem, - Plot the parameters for the final results and analysis. Jupyter notebook

Jupyter NotebookOpen-sourcelog-likelihoodoptimal-stoppingquantative-tradingtrading-algorithms
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⚠ No verified equity curve — no track-record source connected.

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Source
369geofreeman
Since 2010 · 1 bots

Open-source maintainer on GitHub.

Trust 0Profile
Score & reliability18/100
Perf data0/35
Community0/25
Evidence8/20
Recency10/10
Verification0/10

Data-completeness & trust index (not a profitability rating)

Source facts
Stars14
Forks4
Open issues0
LanguageJupyter Notebook
License—
Last update2022-06-15
Created2022-06-15
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Ornstein_Uhlenbeck_Model by 369geofreeman — Unverified | BotFinder