☆41Mar 28, 2023Updated 3 years ago
Alternatives and similar repositories for pairs_trading
Users that are interested in pairs_trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- The annual coding competition hosted by Optiver in collaboration with LSE☆19Jul 18, 2022Updated 3 years ago
- CS7641 Team project☆98Jul 16, 2020Updated 5 years ago
- Trade your pair trading strategy portfolios automatically.☆29Mar 8, 2023Updated 3 years ago
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆34Nov 10, 2021Updated 4 years ago
- ☆27Dec 17, 2018Updated 7 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Option Strategy for Futures☆18Jul 29, 2020Updated 5 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆60Sep 24, 2020Updated 5 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆21May 4, 2021Updated 4 years ago
- ☆16Dec 16, 2022Updated 3 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆22Nov 21, 2021Updated 4 years ago
- High-frequency statistical arbitrage☆258Jul 30, 2023Updated 2 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 5 years ago
- 新一代API課程範例☆21Jul 15, 2025Updated 9 months ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆26May 3, 2024Updated last year
- Full code for my Medium article on how I code a simple Python Stock Screen.☆12Apr 17, 2024Updated 2 years ago
- Developing a trend following model using futures☆38Sep 17, 2023Updated 2 years ago
- 2017 金融投資與程式交易 (中山財管)☆13Jan 18, 2018Updated 8 years ago
- Statistical tests for Value at Risk (VaR) Models.☆16Mar 21, 2026Updated 3 weeks ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆36Dec 5, 2022Updated 3 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 8 months ago
- ☆11Mar 12, 2021Updated 5 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆17May 26, 2017Updated 8 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆702Updated this week
- ☆36Nov 27, 2017Updated 8 years ago
- The strategy module for using VeighNa (vnpy) quant trading platform on the crypto market.☆23Dec 11, 2025Updated 4 months ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Find trading pairs with Machine Learning☆40May 26, 2021Updated 4 years ago
- high-frequency grid trading strategy backtesting for binance futures☆26Oct 13, 2022Updated 3 years ago
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆43Aug 10, 2020Updated 5 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated last month
- Automated Trading Bot☆14Nov 27, 2024Updated last year
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Step by step tutorial for predicting stock price using Machine Learning algos☆31Apr 7, 2024Updated 2 years ago
- Economic models and things in Pytorch☆22Nov 30, 2017Updated 8 years ago
- A lean package to estimate financial asset betas☆13Feb 12, 2023Updated 3 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆176Sep 18, 2019Updated 6 years ago
- Hull-White 1/2 Factor Dynamics☆15Aug 20, 2022Updated 3 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 2 years ago