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.
☆35Updated last year
Related projects ⓘ
Alternatives and complementary repositories for stock-pairs-trading-python
- Developing a trend following model using futures☆31Updated last year
- A low frequency statistical arbitrage strategy☆18Updated 5 years ago
- A financial trading method using machine learning.☆58Updated last year
- Backtest result archive for Momentum Trading Strategies☆46Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆58Updated 4 years ago
- Time Series Prediction of Volume in LOB☆53Updated 7 months ago
- ☆37Updated 3 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆12Updated 3 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆53Updated this week
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 5 years ago
- ☆46Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆41Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆60Updated 4 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆24Updated 6 months ago
- Package to build risk model for factor pricing model☆24Updated 3 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆30Updated 9 months ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆75Updated last year
- ☆22Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 6 months ago
- ☆18Updated 4 years ago
- ☆20Updated 2 years ago
- Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars☆17Updated 3 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆23Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆49Updated 4 years ago