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:
- ☆11Oct 6, 2020Updated 5 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago
- Estimation of realized quantities☆17Aug 26, 2019Updated 6 years ago
- todo: desc☆11Aug 12, 2021Updated 4 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated last year
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- A low frequency statistical arbitrage strategy☆19Feb 23, 2019Updated 7 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
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116May 28, 2017Updated 9 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Jul 28, 2016Updated 9 years ago
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 3 years ago
- The deribit_historical_trades repository gathers cryptocurrency (BTC, ETH, SOL, USDC) derivatives traded on the cryptocurrency derivative…☆24Mar 1, 2023Updated 3 years ago
- my talk for credit suisse☆42Updated this week
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Oct 21, 2018Updated 7 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- A desktop program in C++ with all its offices and functions. Connects to trading platforms via EA with☆13Dec 6, 2021Updated 4 years ago
- REMote OrderBook is a Python based, redis backed, order book for financial instruments which allows an order book to be kept remotely on …☆18Feb 14, 2017Updated 9 years ago
- Using Bollinger Bands to implement a trading strategy☆16Jan 13, 2021Updated 5 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆18Sep 5, 2025Updated 8 months ago
- An adaptive model for prediction of one day ahead foreign currency exchange rates using machine learning algorithms☆43Sep 9, 2018Updated 7 years ago
- MetaTrader MQL5 Copy-Trade Expert Advisor with ZeroMQ☆13Jun 28, 2020Updated 5 years ago
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆24Nov 1, 2023Updated 2 years ago
- 📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)☆13Dec 4, 2020Updated 5 years ago
- Fear and volatility in crypto markets☆14Dec 8, 2022Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Study notebooks made for learning machine learning for the Hawk team☆11Oct 10, 2018Updated 7 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Sep 13, 2017Updated 8 years ago
- Simulation of delta hedging☆18Jul 15, 2020Updated 5 years ago
- Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL U…☆46Nov 25, 2022Updated 3 years 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 3 years ago
- A Python Pandas implementation of technical indicators and pass all comparison test with the TA-Lib☆10Nov 1, 2019Updated 6 years ago
- Bayesian Uncertainty Exploration in Deep Reinforcement Learning☆18Jul 12, 2017Updated 8 years ago
- A semi-automatic stock and crypto grid trader with support for simultaneous deployment.☆14Oct 30, 2022Updated 3 years ago
- Run hierarchical risk parity algorithms☆55Updated this week
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Advancing in Financial Machine Learning☆16Feb 27, 2020Updated 6 years ago
- Crypto exchanges API/WSS async wrapper with gRPC powered server☆16Apr 28, 2026Updated last month
- Python project replicating the MQL5 trading experience using the MetaTrader5 module. Includes daily levels, fair value gaps, double flats…☆17Feb 24, 2023Updated 3 years ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆15Jul 12, 2025Updated 10 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75May 23, 2020Updated 6 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- ☆11Oct 16, 2020Updated 5 years ago