BSIC / Pairs-Trading-BacktestingLinks
Pairs trading backtesting enviroment built with Python.
☆14Updated 3 years ago
Alternatives and similar repositories for Pairs-Trading-Backtesting
Users that are interested in Pairs-Trading-Backtesting are comparing it to the libraries listed below
Sorting:
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆92Updated 8 months ago
- Python Code for Option Analysis☆46Updated 7 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆80Updated 3 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆71Updated 5 years ago
- Options Trader written in Python based off the ib_insync library.☆64Updated 2 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 7 years ago
- An Interactive Brokers integration for Deephaven☆75Updated last month
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- A python script that estimates the support and resistance lines of a stock's prices over a time period☆77Updated 5 years ago
- quantitative - Quantitative finance back testing library☆66Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 5 years ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆91Updated 2 years ago
- Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time seri…☆112Updated 4 years ago
- Official Repository☆133Updated 4 years ago
- trade ES Futures Options☆34Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆19Updated 5 years ago
- CS7641 Team project☆97Updated 5 years ago
- PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to f…☆21Updated 2 years ago
- Visualisation for auction market theory with live charts☆128Updated 5 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 7 years ago
- Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn☆17Updated 5 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Developing a trend following model using futures☆38Updated 2 years ago
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆62Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago