This repository contains all the packages required for trading.

Steps followed in this repository are:

- Market regime detetction based on : 'Bakhach, A., Tsang, E. P. K. and Jalalian, H. 
  (2016) Forecasting directional changes in the fx markets. 
  In 2016 IEEE Symposium Series on Computational Intelligence (SSCI), 1–8.'
- Generating virtual scenarios of multivariate financial data for quantitative trading applications 
  (Javier Franco-Pedroso 2018)
- Enriching Financial Datasets with Generative Adversarial Networks 
  (Fernando de Meer Pardo 2019)
- Tactical Investment Algorithms (Marcos López de Prado Sep 2019)