Globe-Research / bittrends
A decade of trend following returns in crypto-asset markets
☆25Updated 4 years ago
Alternatives and similar repositories for bittrends:
Users that are interested in bittrends are comparing it to the libraries listed below
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 10 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- ☆24Updated 6 years ago
- Example of order book modeling.☆56Updated 5 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- Fear and volatility in crypto markets☆14Updated 2 years ago
- Time Series Prediction of Volume in LOB☆56Updated 10 months ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years 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…☆18Updated 6 years ago
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆11Updated 2 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- ☆26Updated last year
- SVI volatility surface model and an example of China 50ETF option☆63Updated 4 years ago
- Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB☆36Updated 3 years ago
- ☆21Updated 5 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Construction of local volatility surface by using SABR☆28Updated 7 years ago
- Surface SVI parameterisation and corresponding local volatility☆40Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆59Updated last year
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- Research Repo (Archive)☆70Updated 4 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆12Updated 7 months ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆50Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated last year