10mohi6 / stock-pairs-trading-pythonLinks
stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
☆38Updated 2 years ago
Alternatives and similar repositories for stock-pairs-trading-python
Users that are interested in stock-pairs-trading-python are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- ☆41Updated 4 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 4 years ago
- ☆45Updated 2 years ago
- Time Series Prediction of Volume in LOB☆58Updated last year
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆51Updated 5 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 7 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆27Updated last year
- Example of order book modeling.☆58Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Collection of indicators that I used in my strategies.☆58Updated 6 months ago
- Developing a trend following model using futures☆34Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆65Updated 3 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- ☆53Updated 4 years ago
- ☆35Updated 7 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 9 months ago