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 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
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- ☆41Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 4 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆87Updated 2 years ago
- Different quantitative trading models research☆53Updated 8 months ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆48Updated 7 months 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
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆61Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆42Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆18Updated last year
- ☆31Updated 2 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆26Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- ☆75Updated last year
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 7 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆18Updated 4 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Updated last year
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago