10mohi6 / stock-pairs-trading-python
stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
☆36Updated last year
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
- ☆39Updated 3 years ago
- A financial trading method using machine learning.☆59Updated last year
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Backtest result archive for Momentum Trading Strategies☆47Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆61Updated 4 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 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…☆32Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆50Updated 4 years ago
- ☆19Updated 4 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 6 years ago
- Time Series Prediction of Volume in LOB☆55Updated 9 months ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆62Updated last year
- Mean-Variance Optimization using DL (pytorch)☆30Updated 2 years ago
- Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars☆16Updated 3 years ago
- Developing a trend following model using futures☆31Updated last year
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- Package to build risk model for factor pricing model☆24Updated 5 months ago
- Implements different approaches to tactical and strategic asset allocation☆29Updated 3 weeks ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- ☆27Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- ☆47Updated 3 years ago
- By means of stochastic volatility models☆42Updated 4 years ago
- Example of order book modeling.☆56Updated 5 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆78Updated last year
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago