0xFaust12 / alt_data_factor_research
☆44Updated 3 months ago
Alternatives and similar repositories for alt_data_factor_research:
Users that are interested in alt_data_factor_research are comparing it to the libraries listed below
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆152Updated last month
- Trading intern test☆32Updated 5 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆100Updated 9 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆62Updated 11 months ago
- Features and labels engineering of raw data of quotes of several stocks.☆29Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆116Updated last year
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆53Updated this week
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆95Updated 3 weeks ago
- ☆81Updated 2 months ago
- A collection of homeworks of market microstructure models.☆221Updated 6 years ago
- volatility arbitrage in Heston model☆41Updated last month
- Macrosynergy Quant Research☆115Updated this week
- Orderflow trading bot based on BSI☆17Updated 6 months ago
- ☆46Updated 2 years ago
- ☆42Updated 5 years ago
- Python library for asset pricing☆111Updated 11 months ago
- A collection of scripts for modelling financial markets & options in R.☆49Updated 3 weeks ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆177Updated last year
- Time Series Prediction of Volume in LOB☆56Updated 9 months ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆141Updated 8 months ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆24Updated 11 months ago
- toolbox of fast mm-related funcs☆162Updated 2 weeks ago
- ☆137Updated last year
- ☆131Updated last year
- ☆35Updated last year
- HFT signals on GDAX☆89Updated 7 years ago
- Baruch MFE 2019 Spring☆37Updated 4 years ago
- Package to build risk model for factor pricing model☆24Updated 6 months ago
- Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing☆31Updated this week