Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee
☆28Dec 10, 2018Updated 7 years ago
Alternatives and similar repositories for Equity_StatArb
Users that are interested in Equity_StatArb are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆24Nov 1, 2023Updated 2 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆19Sep 5, 2025Updated last year
- A low frequency statistical arbitrage strategy☆22Feb 23, 2019Updated 7 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- High-frequency trading in a limit order book☆60Apr 15, 2019Updated 7 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Simulation of delta hedging☆18Jul 15, 2020Updated 6 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆128May 13, 2022Updated 4 years ago
- ☆36Jul 14, 2026Updated last month
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Oct 21, 2018Updated 7 years ago
- Machine learning model to predict NSE stocks for a year☆19Jan 14, 2019Updated 7 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆30May 30, 2026Updated 3 months ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22May 31, 2022Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆16Dec 11, 2020Updated 5 years ago
- Estimation of realized quantities☆18Aug 26, 2019Updated 7 years ago
- todo: desc☆11Aug 12, 2021Updated 5 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated last year
- Cluster-based portfolio allocation on an explicit, inspectable tree: hierarchical risk parity, Schur complementary allocation and hierarc…☆55Updated this week
- ☆16Dec 16, 2022Updated 3 years ago
- Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL U…☆48Nov 25, 2022Updated 3 years ago
- Simple storage for stock prices with adjusted prices calculation based on Center for Research in Security Prices (CRSP) standards☆12Feb 15, 2018Updated 8 years ago
- Note for quant research, for study☆11Mar 28, 2022Updated 4 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆11Dec 17, 2018Updated 7 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 3 years ago
- High Frequency Market Making: Optimal Quoting☆18Mar 20, 2023Updated 3 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117May 28, 2017Updated 9 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆61Sep 24, 2020Updated 5 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Jul 28, 2016Updated 10 years ago
- 📚 经典技术书籍 PDF 文件，持续更新...☆16Jan 21, 2019Updated 7 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆83Aug 8, 2026Updated 3 weeks ago
- Repository for market making ideas☆44Apr 26, 2024Updated 2 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- A desktop program in C++ with all its offices and functions. Connects to trading platforms via EA with☆13Dec 6, 2021Updated 4 years ago
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 4 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆42Jul 5, 2023Updated 3 years ago
- A proof-of-concept algorithmic trading framework optimised in high-frequency and arbitrage trading☆12May 25, 2025Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆73Mar 4, 2024Updated 2 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆38Dec 15, 2021Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆87Aug 21, 2018Updated 8 years ago