These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University
☆24Nov 16, 2018Updated 7 years ago
Alternatives and similar repositories for Quantative-Trading-Models
Users that are interested in Quantative-Trading-Models are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Feb 2, 2019Updated 7 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 10 years ago
- Gamma Scalping Trading Strategies☆27May 7, 2016Updated 9 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- Robust Statistical Arbitrage Strategies☆16Sep 29, 2021Updated 4 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.
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆14Aug 12, 2024Updated last year
- Experimenting with Algo Trading using Backtrader Python Module. Specifically, statistical arbitrage using cointegration.☆15Aug 17, 2022Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Feb 27, 2019Updated 7 years ago
- Python FX trading via the OANDA V20 REST API☆17Oct 17, 2017Updated 8 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆11Jan 12, 2021Updated 5 years ago
- OpenAI Gym Environment for Low-Latency Trading☆19Jun 15, 2018Updated 7 years ago
- Option Strategy for Futures☆18Jul 29, 2020Updated 5 years ago
- Time series data similarity matching based on Fourier Transform and Wavelet Transform.☆11Apr 2, 2021Updated 5 years ago
- Python for Quant Finance -- The New Benchmark☆28Dec 6, 2022Updated 3 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.
- The python notebook is on googles new collabatory tool. Its a churn model being run on 3 different algorithms to compare.☆10Mar 3, 2018Updated 8 years ago
- R package for the Synthetic Control Using Lasso (SCUL) estimator from Hollingsworth and Wing (2020)☆26Oct 10, 2023Updated 2 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆27Aug 5, 2022Updated 3 years ago
- High-frequency trading in a limit order book☆59Apr 15, 2019Updated 6 years ago
- Alpha191☆13May 23, 2022Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆72Feb 19, 2020Updated 6 years ago
- C/C++ backend☆11Sep 30, 2022Updated 3 years ago
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- Event-Driven BackTesting Framework☆15Aug 22, 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.
- 实行gamma scalping策略时的期权组合选择工具☆19Mar 10, 2019Updated 7 years ago
- A Python module for market simulation☆24Jan 11, 2025Updated last year
- Predictions of long/short positions for FX trading done using state-of-the-art image recognition algorithms☆15Mar 29, 2018Updated 8 years ago
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear …☆10Sep 30, 2021Updated 4 years ago
- How to apply Deep Learning to create a mean reverting portfolio☆14Nov 9, 2020Updated 5 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆10Jan 2, 2016Updated 10 years ago
- Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (2009).☆11Sep 18, 2020Updated 5 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆10Apr 12, 2023Updated 2 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆65Dec 16, 2019Updated 6 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Working my way thru fully grasping XGBoost for machine learning; adapting different materials and notebooks☆11Dec 7, 2023Updated 2 years ago
- Triangular arbitrage bot for binance☆21Nov 1, 2023Updated 2 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆27May 30, 2013Updated 12 years ago
- 🤖💹 algorithmic trading strategy built backtested using backtrader and python, optimizing risk-adjusted returns with a bollinger mean-re…☆14Aug 18, 2020Updated 5 years ago
- 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
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Sep 23, 2024Updated last year
- My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".☆16Apr 29, 2022Updated 3 years ago