Globe-Research / bittrends
A decade of trend following returns in crypto-asset markets
☆25Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for bittrends
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 6 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆73Updated 6 years ago
- Fear and volatility in crypto markets☆14Updated last year
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆60Updated 4 years ago
- Time Series Prediction of Volume in LOB☆53Updated 6 months ago
- AI based alpha research for trading☆45Updated 2 years ago
- ☆103Updated 6 years ago
- Models and programs developed as part of XTX Forecastin Challenge 2019☆23Updated last year
- Volume-Synchronized Probability of Informed Trading☆106Updated 11 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 6 years ago
- ☆23Updated 6 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆11Updated 3 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆58Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆49Updated 8 months ago
- Backtest result archive for Momentum Trading Strategies☆46Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆75Updated last year
- ☆38Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆66Updated 2 years ago
- By means of stochastic volatility models☆41Updated 4 years ago
- Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB☆35Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆111Updated 10 months ago
- Construction of local volatility surface by using SABR☆26Updated 7 years ago
- Example of order book modeling.☆57Updated 5 years ago
- Notes for the Book Quantitative Trading by Ernie Chan☆44Updated 7 years ago
- Research Repo (Archive)☆69Updated 4 years ago
- Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"☆18Updated 2 years ago
- ☆46Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆97Updated 5 years ago
- Different quantitative trading models research☆52Updated 2 years ago