KevinGastelum / MyQuantsFinanceLinks
My Algorithmic trading bots and strategies for Quantitative and High-Frequency trading in FinTech
☆12Updated last year
Alternatives and similar repositories for MyQuantsFinance
Users that are interested in MyQuantsFinance are comparing it to the libraries listed below
Sorting:
- Live SPY Algorithmic Backed bots for Day Trading Stocks by utilizing ALPACA / IBrokers as the REST Agents.☆29Updated last week
- Cryptocurrency Trading Bot helps to backtest with Machine Learning Models and use it for trading the crypto☆28Updated 2 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆17Updated last month
- In this work an application of the Triple-Barrier Method and Meta-Labeling techniques is explored with XGBoost for the creation of a sent…☆20Updated last year
- 🤖💹 algorithmic trading strategy built backtested using backtrader and python, optimizing risk-adjusted returns with a bollinger mean-re…☆13Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- An automatic high frequency trading bot for cryptocurrencies☆23Updated 4 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Updated 6 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated last year
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- Fullstack Trading Strategies Dashboard. Backend: Python with FastAPI calling Alpaca Markets Paper Trading, Oanda FX, CoinGecko and Alpha …☆16Updated 2 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Updated last year
- Market making strategies and scientific papers☆13Updated last year
- Developing a trend following model using futures☆32Updated last year
- CNN LSTM model used for predicting cryptocurrencies☆12Updated last year
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆50Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- The bot is ideal for traders looking to reduce the amount of time spent on researching and analyzing the markets, as it can quickly scan …☆16Updated last year
- Robust Statistical Arbitrage Strategies☆16Updated 3 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to f…☆19Updated 2 years ago
- A high frequency trading bot that takes advantage of arbitrage opportunities in forex markets using the Bellman-Ford algorithm.☆12Updated 3 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆31Updated 3 months ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆17Updated 4 months ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year
- trade ES Futures Options☆34Updated 4 years ago