Jackal08 / QuantInsti-Final-Project-Statistical-ArbitrageLinks
QuantInsti EPAT: Final Project on Statistical Arbitrage
☆117Updated 8 years ago
Alternatives and similar repositories for QuantInsti-Final-Project-Statistical-Arbitrage
Users that are interested in QuantInsti-Final-Project-Statistical-Arbitrage are comparing it to the libraries listed below
Sorting:
- portfolio construction and quantitative analysis☆143Updated 10 years ago
- The Thalesians' Python library☆64Updated 9 years ago
- ☆195Updated 5 years ago
- Algo execution engine☆95Updated 9 years ago
- Python tools to quantitatively manage financial risk☆69Updated 5 years ago
- ☆106Updated 8 years ago
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- Machine learning end-to-end research and trade execution☆100Updated 5 years ago
- Kelly Criterion calculation☆104Updated 2 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆121Updated 4 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆134Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆165Updated 6 years ago
- ☆25Updated 7 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆123Updated 6 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 9 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- ☆93Updated 2 weeks ago
- ☆214Updated 8 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆116Updated 8 months ago
- ☆45Updated 8 years ago
- ☆35Updated 7 years ago
- QSTrader☆132Updated 6 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆114Updated 7 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- DEPRECATED Former Python version of Quantiacs toolbox and sample trading strategies. New toolbox available at: https://github.com/quantia…☆224Updated 4 years ago
- obAnalytics Shiny front-end☆76Updated 7 years ago