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☆144Updated 10 years ago
- The Thalesians' Python library☆64Updated 9 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- ☆196Updated 5 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆109Updated 8 years ago
- ☆106Updated 8 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆123Updated 6 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆123Updated 4 years ago
- ☆45Updated 8 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆168Updated 7 years ago
- Deep Neural Network Trading collection of Tensorflow Jupyter notebooks☆62Updated 2 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
- Deep learning framework for HFT algorithmic trading strategy development☆77Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- ☆95Updated last month
- ☆215Updated 8 years ago
- Research and Backtests I have been working on...enjoy☆71Updated 4 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- Algo execution engine☆96Updated 9 years ago
- Kelly Criterion calculation☆105Updated 2 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆59Updated 8 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 6 months ago
- ☆36Updated 8 years ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆158Updated 3 years ago
- Python tools to quantitatively manage financial risk☆69Updated 6 years ago