QuantInsti EPAT: Final Project on Statistical Arbitrage
☆117May 28, 2017Updated 9 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆13May 18, 2019Updated 7 years ago
- Depricated repo. Please refer to mlfinlab☆112Feb 21, 2020Updated 6 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆92Oct 24, 2013Updated 13 years ago
- ☆49Feb 19, 2017Updated 9 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Oct 16, 2016Updated 10 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- ☆17May 28, 2022Updated 4 years ago
- Machine learning model to predict NSE stocks for a year☆19Jan 14, 2019Updated 7 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆15Jun 12, 2018Updated 8 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆28Dec 10, 2018Updated 7 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Jul 28, 2016Updated 10 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Jan 26, 2021Updated 5 years ago
- Group project for the WorldQuant University module, risk management.☆13Feb 3, 2019Updated 7 years ago
- A framework of statistical arbitrage mining in performance-driven display advertising.☆69Nov 20, 2015Updated 10 years ago
- Market Making / Stat Arb strategy☆63Jun 6, 2017Updated 9 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Deep Learning Statistical Arbitrage☆281Oct 5, 2022Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆76Mar 4, 2024Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆88Aug 21, 2018Updated 8 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆25Apr 29, 2020Updated 6 years ago
- Short Term Trading Strategy developed using technical Indicators like RSI-MACD-ADX-Bollinger Bands and study the effect of Broad Market D…☆18Apr 9, 2017Updated 9 years ago
- A low frequency statistical arbitrage strategy☆21Feb 23, 2019Updated 7 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- Using Particle Markov Chain Monte Carlo☆36Mar 30, 2020Updated 6 years ago
- ☆44Dec 22, 2016Updated 9 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆19Dec 9, 2024Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆136Nov 20, 2019Updated 6 years ago
- ☆13May 21, 2019Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆107Feb 27, 2019Updated 7 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 5 years ago
- Estimate the parameters of an Ornstein-Uhlenbeck stochastic process☆10May 8, 2020Updated 6 years ago
- C++ implementation of LMAX disruptor☆12Mar 18, 2015Updated 11 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆13May 20, 2022Updated 4 years ago
- Python implementation of the pairs trading strategy in Gatev, Goetzmann and Rouwenhorst (2006). I am not the author of that study; this i…☆16May 16, 2023Updated 3 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Engle-Granger cointegration models in R☆18Feb 27, 2023Updated 3 years ago
- Contains Deep Learning Code implemented on generic CPUs & Intel Xeon Phi Coprocessors☆12May 2, 2016Updated 10 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Oct 20, 2026Updated 2 weeks ago
- Bot for auto-trading against a web site.☆25Mar 30, 2016Updated 10 years ago
- Cascade lending bot for Bitfinex. Places lending offers at a high rate, then gradually lowers them until they're filled.☆25Nov 27, 2014Updated 11 years ago
- An alternative to frequentist inference☆10Nov 20, 2017Updated 8 years ago
- This entry contains two topics The first item is entirely based on the following paper: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB6…☆35Feb 14, 2014Updated 12 years ago