AIM-IT4 / MonteCarlo-MeanReversionTrading
☆18Updated last year
Alternatives and similar repositories for MonteCarlo-MeanReversionTrading
Users that are interested in MonteCarlo-MeanReversionTrading are comparing it to the libraries listed below
Sorting:
- ☆45Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆32Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆63Updated 9 months ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆65Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- ☆40Updated 4 years ago
- Factor Investing Library☆27Updated 2 years ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated 2 years ago
- Delta hedging under SABR model☆31Updated last year
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆39Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆119Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆159Updated last month
- Python library for asset pricing☆115Updated last year
- ☆60Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- Baruch MFE 2019 Spring☆40Updated 4 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆36Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆13Updated 3 months ago
- ☆38Updated 2 years ago
- Dynamic portfolio optimization☆22Updated last year
- Entropy Pooling in Python with a BSD 3-Clause license.☆39Updated 7 months ago
- Value at Risk and Backtest Routines☆23Updated last year
- Macrosynergy Quant Research☆133Updated this week
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- AI based alpha research for trading☆49Updated 2 years ago