HarshaDannina / Statistical-Arbitrage-Model
Machine learning model to predict NSE stocks for a year
☆17Updated 6 years ago
Alternatives and similar repositories for Statistical-Arbitrage-Model:
Users that are interested in Statistical-Arbitrage-Model are comparing it to the libraries listed below
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- ☆17Updated 4 years ago
- ☆24Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- By means of stochastic volatility models☆42Updated 4 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆24Updated 6 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆32Updated 4 years ago
- A financial trading method using machine learning.☆59Updated last year
- This repo is for my articles published on Medium.com☆15Updated last year
- ☆13Updated last year
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆18Updated 5 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆21Updated 4 years ago
- experiments with crypto trading☆15Updated 5 months ago
- ☆19Updated 4 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated last year
- Crypto-Options Volatility Surface Calibration and Arbitrage☆10Updated 2 years ago
- Repo for the Tick Based Trend Following strategies written for the QuantConnect platform☆19Updated 5 years ago
- Basic Limit Order Book functions☆21Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Example of order book modeling.☆56Updated 5 years ago
- World Quant University Capstone Project - Swing Trading☆11Updated 2 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 6 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- ☆46Updated 7 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago