Harkishan-99 / Alpaca-CPPILinks
A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.
☆13Updated 4 years ago
Alternatives and similar repositories for Alpaca-CPPI
Users that are interested in Alpaca-CPPI are comparing it to the libraries listed below
Sorting:
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- ☆25Updated 7 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆57Updated 4 years ago
- ☆24Updated 5 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆29Updated 2 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆69Updated 5 years ago
- Time Series Prediction of Volume in LOB☆59Updated last year
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Updated last year
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- AI based alpha research for trading☆51Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆63Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆18Updated 3 years ago
- Baruch MFE 2019 Spring☆44Updated 5 years ago
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆28Updated 2 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆22Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 7 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- ☆15Updated 4 years ago
- Option Strategy for Futures☆16Updated 5 years ago
- ☆34Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago