Globe-Research / bittrends
A decade of trend following returns in crypto-asset markets
☆26Updated 4 years ago
Alternatives and similar repositories for bittrends:
Users that are interested in bittrends are comparing it to the libraries listed below
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Example of order book modeling.☆56Updated 5 years ago
- Developing a trend following model using futures☆31Updated last year
- Backtest result archive for Momentum Trading Strategies☆54Updated 6 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- Quantopian Pairs Trading algorithm implementation.☆59Updated 7 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆111Updated 11 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 2 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…☆46Updated 2 weeks ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- ☆24Updated 6 years ago
- ☆49Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆71Updated 7 years ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆20Updated 3 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆62Updated last year
- ☆43Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- ☆112Updated 7 years ago
- ☆17Updated 3 years ago
- ☆37Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Volatility surface visualizer for cryptocurrency options.☆54Updated 2 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆69Updated 6 years ago