IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-TradingLinks
Find trading pairs with Machine Learning
☆41Updated 4 years ago
Alternatives and similar repositories for Cluster-Analysis-Machine-Learning-for-Pairs-Trading
Users that are interested in Cluster-Analysis-Machine-Learning-for-Pairs-Trading are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆68Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- ☆25Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆56Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Research Repo (Archive)☆75Updated 5 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆79Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- ☆33Updated 2 years ago
- ☆24Updated 5 years ago
- Dynamic portfolio optimization☆29Updated last year
- ☆47Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆29Updated 7 years ago
- Developing a trend following model using futures☆34Updated 2 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆15Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log