Jungle-Sven / std_dev_ohlcv
calculates standard deviation from OHLCV data
☆13Updated last year
Alternatives and similar repositories for std_dev_ohlcv
Users that are interested in std_dev_ohlcv are comparing it to the libraries listed below
Sorting:
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆65Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆114Updated last year
- ☆48Updated 6 months ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆63Updated 9 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆36Updated last year
- Montecarlo simulations/analysis for finance (equity simulator)☆35Updated 2 years ago
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆23Updated 4 months ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆38Updated 10 months ago
- Documentation for hangukquant/quantpylib☆27Updated this week
- Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing☆34Updated this week
- ☆38Updated 2 years ago
- A repository of demonstrations, from the twitter threads here: https://twitter.com/DrDanobi☆55Updated last year
- Research Repo (Archive)☆73Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- Package to build risk model for factor pricing model☆25Updated 9 months ago
- ☆60Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆57Updated 6 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆183Updated last year
- ☆49Updated 4 months ago
- Source Codes for "Contrarian Trading Strategies in Python"☆76Updated 2 years ago
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆39Updated 2 years ago
- Dispersion Trading using Options☆32Updated 8 years ago
- Official Repository☆124Updated 3 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- ☆32Updated 3 years ago
- CS7641 Team project☆95Updated 4 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆67Updated 2 years ago