Carlossn / Py-Pair-Trading-and-VAR-Analysis-for-Energy-StocksView external linksLinks
CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Optimization and Factor Analysis
☆15Oct 18, 2019Updated 6 years ago
Alternatives and similar repositories for Py-Pair-Trading-and-VAR-Analysis-for-Energy-Stocks
Users that are interested in Py-Pair-Trading-and-VAR-Analysis-for-Energy-Stocks are comparing it to the libraries listed below
Sorting:
- ☆16Aug 27, 2022Updated 3 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆38Mar 26, 2018Updated 7 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Sep 2, 2018Updated 7 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆31Aug 28, 2018Updated 7 years ago
- A low frequency statistical arbitrage strategy☆19Feb 23, 2019Updated 6 years ago
- Pairs Trading using Co-integrated Cryptocurrency Pairs☆26May 22, 2020Updated 5 years ago
- ☆25Aug 11, 2018Updated 7 years ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆32Oct 6, 2020Updated 5 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆53Oct 8, 2023Updated 2 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Oct 21, 2018Updated 7 years ago
- Option Greeks: Calculation and Visualization☆17Jun 12, 2023Updated 2 years ago
- The CQF program☆106Nov 7, 2016Updated 9 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆19May 4, 2021Updated 4 years ago
- ☆16Nov 16, 2016Updated 9 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Jul 29, 2018Updated 7 years ago
- Find trading pairs with Machine Learning☆41May 26, 2021Updated 4 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Aug 17, 2025Updated 6 months ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆19Oct 26, 2018Updated 7 years ago
- ☆24Jul 6, 2019Updated 6 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Nov 21, 2021Updated 4 years ago
- The tool facilitates debugging convergence issues and testing new algorithms and recipes for training LLMs using Nvidia libraries such as…☆18Sep 17, 2025Updated 5 months ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Feb 27, 2019Updated 6 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆12Jan 12, 2021Updated 5 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆27May 16, 2016Updated 9 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Dec 31, 2018Updated 7 years ago
- The annual coding competition hosted by Optiver in collaboration with LSE☆17Jul 18, 2022Updated 3 years ago
- Design your own Trading Strategy☆38Feb 25, 2024Updated last year
- ☆43Jan 2, 2025Updated last year
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Oct 13, 2022Updated 3 years ago
- 虚拟币 跨市场 做市套利策略实现 基于VNPY☆12Oct 7, 2019Updated 6 years ago
- 新一代API課程範例☆18Jul 15, 2025Updated 7 months ago
- On-going project: I will be implementing a combination of pairs trading strategies in attempt to see which type performs best after backt…☆14Jul 20, 2024Updated last year
- presents an in-depth exploration of a cutting-edge trading architecture that combines the predictive power of Long Short-Term Memory (LST…☆14Mar 13, 2025Updated 11 months ago
- ☆17Aug 28, 2024Updated last year
- Python app for black-litterman portfolio optimisation☆10Dec 8, 2022Updated 3 years ago
- PyNance Bot for Binance Trading☆12Apr 19, 2023Updated 2 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 5 years ago
- 毕设项目，项目名称为轻松买比价网，通过爬虫获取各大电商平台中特定的商品的价格图片等数据，并在本系统中进行比价展示。 系统主要分为3个模块，用户模块，搜索模块，商品模块。☆13Oct 10, 2022Updated 3 years ago
- Python functionality for getting different data from Bloomberg: prices, implied vols, fundamentals☆13Aug 7, 2025Updated 6 months ago