Alternatives and similar repositories for Alpaca-CPPI:

Users that are interested in Alpaca-CPPI are comparing it to the libraries listed below

• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• linhnguyen215538 / Volatility-Study
  • 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
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆19Updated 6 years ago
• Yan1015 / Pairs-Trading-using-Copula
  This project is to apply Copula Function to pair trading strategy both in American stock market.
  ☆27Updated 6 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆23Updated 2 years ago
• FranklinMa810 / Market-Microstructure
  ☆21Updated 5 years ago
• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆21Updated last year
• zemengzhoushang / Breakeven_volatility
  Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model
  ☆17Updated 5 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆43Updated 5 years ago
• Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage
  This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
  ☆65Updated 5 years ago
• ozencgungor / Pairs_Trading_Kalman
  Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.
  ☆11Updated 2 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆50Updated 6 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆56Updated 11 months ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆37Updated 4 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆52Updated 4 years ago
• AdrienCss / OptionTrading
  Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.
  ☆24Updated last year
• romanmichaelpaolucci / Dynamic_Algorithmic_Trading_Systems
  Dynamic algorithmic trading systems in Python using Interactive Broker's Python API
  ☆19Updated 4 years ago
• jironghuang / trend_following
  Developing a trend following model using futures
  ☆31Updated last year
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆31Updated 4 years ago
• BryceMeng / mlfinlab
  Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning
  ☆33Updated 4 years ago
• emoen / Machine-Learning-for-Asset-Managers-Oslo-Bors
  ☆22Updated 3 years ago
• fp1acm8 / Analysis-of-Financial-Time-Series
  Semi-automatic analysis of a financial series using Python.
  ☆12Updated 3 years ago
• theo-dim / Global-Macro-Strategies
  A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …
  ☆8Updated 3 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆37Updated 2 months ago
• gregyjames / CAPM
  Capital Asset Pricing Model implementation in python to analyze stock risk and return.
  ☆26Updated 3 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 3 years ago
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆39Updated 3 years ago
• saritmaitra / Trading-strategy
  ☆14Updated 3 years ago