Intraday pairs trading engine using Kalman Filters for dynamic beta estimation and Avellaneda-Stoikov optimal execution.
☆25Apr 2, 2026Updated 3 months ago
Alternatives and similar repositories for statistical-arbitrage-kalman
Users that are interested in statistical-arbitrage-kalman are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Alpha Library: A high-performance rolling window calculation library implemented in Rust with Python bindings. Used for financial data an…☆101Jul 1, 2026Updated 2 weeks ago
- A gap-probability market maker for Bybit spot/linear markets, implemented as a Rust + Python + Numba stack.☆20Jun 25, 2026Updated 3 weeks ago
- ☆11Oct 30, 2023Updated 2 years ago
- Cross-sectional stock selection on the S&P 500 using fundamental, technical, and macro factors. XGBoost classifies direction while meta-l …☆16Apr 28, 2026Updated 2 months ago
- ☆14Dec 12, 2024Updated last year
- 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.
- Implementation of "The Metropolis Algorithm: Theory and Examples"☆33Nov 10, 2025Updated 8 months ago
- Corporate bond price prediction model☆15Oct 13, 2020Updated 5 years ago
- Python package that allows developers to convert Ethereum smart contract ABIs into interactive HTML user interface.☆17Aug 6, 2023Updated 2 years ago
- ☆13Oct 5, 2025Updated 9 months ago
- uWSGI plugin for Slack integration. (https://slack.com)☆11Jun 1, 2015Updated 11 years ago
- A humble repository for academic quant strategies☆20May 1, 2025Updated last year
- An efficient tool for large-scale correlation network analysis☆15Dec 27, 2024Updated last year
- Strategy backtester for Uniswap V3.☆10Dec 1, 2021Updated 4 years ago
- ☆17Sep 4, 2024Updated last year
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Flexible data structures in Scala☆15Jan 6, 2016Updated 10 years ago
- Smart contract for ERC20 and BEP20 (LP tokens as well) lockups with 1, 3, 7, 14, 21, 28, 90, 180, and 365 days waiting period after withd…☆12Jul 24, 2021Updated 4 years ago
- kaggle竞赛Jane Street Market Prediction实操代码☆13Feb 4, 2021Updated 5 years ago
- Magic ring buffer☆22Sep 23, 2016Updated 9 years ago
- java completion daemon☆30Jan 11, 2015Updated 11 years ago
- Python templating engine - the one ton solution☆14Jan 29, 2026Updated 5 months ago
- Super powers for HackAtom Seoul☆14Jul 30, 2022Updated 3 years ago
- Generative AI Integration Patterns,1E_Published by Packt☆22Sep 5, 2024Updated last year
- LSTM and XGboost are used to forecast multi-factor convertible bonds and stocks☆12Aug 22, 2022Updated 3 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Trading strategy documentaiton☆24Updated this week
- ☆15Mar 20, 2024Updated 2 years ago
- the decentralized venture fund☆11Aug 29, 2016Updated 9 years ago
- A repository for portfolio allocation based on embedding data representation☆12Jan 27, 2025Updated last year
- Code for "Approaching Deep Learning through the Spectral Dynamics of Weights"☆13Oct 30, 2024Updated last year
- Ansible role which manage python (pip, virtualenv)☆16Apr 11, 2022Updated 4 years ago
- ☆12Jan 3, 2019Updated 7 years ago
- Development & Issues MOVED to https://github.com/collective/sauna.reload☆13Apr 25, 2012Updated 14 years ago
- Web3 Pancakeswap Sniper & honeypot detector Take Profit/StopLose bot written in python3, For ANDROID WIN MAC & LINUX☆11Dec 26, 2021Updated 4 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.
- Simple repo to finetune an LLM hosted on Hugging Face by creating a LORA☆11Dec 20, 2023Updated 2 years ago
- ☆11Oct 28, 2021Updated 4 years ago
- A modification of traditional random forest for time-series forecasting☆13Apr 16, 2024Updated 2 years ago
- Runs flake8 with Reviewdog☆18Mar 19, 2025Updated last year
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 4 years ago
- Trend filtering☆15Aug 21, 2024Updated last year
- Python implementation of Generalized Additive Models☆13Dec 7, 2017Updated 8 years ago