KidQuant / Pairs-Trading-With-PythonLinks
This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equity markets: Pairs Trading.
☆427Updated last year
Alternatives and similar repositories for Pairs-Trading-With-Python
Users that are interested in Pairs-Trading-With-Python are comparing it to the libraries listed below
Sorting:
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆602Updated this week
- experiments with pair trading☆297Updated 5 months ago
- Backtest and live trading in Python☆600Updated 11 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆357Updated last week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆947Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆547Updated 4 months ago
- Open sourced research notebooks by the QuantConnect team.☆606Updated last year
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆585Updated last week
- PyTrendFollow - systematic futures trading using trend following☆411Updated 7 years ago
- Sources codes for: Mastering Python for Finance, Second Edition☆418Updated 3 weeks ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆450Updated 2 years ago
- ☆302Updated 2 years ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆717Updated 9 months ago
- Top training materials in quantitative finance☆418Updated 8 months ago
- A framework for quantitative finance In python.☆850Updated 2 years ago
- Recreate EP Chan algo trading book strategies☆404Updated 6 years ago
- Performance analysis of predictive (alpha) stock factors☆426Updated this week
- Framework for developing, backtesting, and deploying automated trading algorithms and trading bots.☆442Updated this week
- Portfolio and risk analytics in Python☆476Updated this week
- Using data analytics alongside popular trading strategies and indicators, to identify best trading actions based solely on the price acti…☆351Updated 3 months ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆444Updated last year
- Quantitative Finance book☆654Updated last month
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆362Updated 6 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆160Updated 2 years ago
- High Frequency Market Making☆543Updated last year
- Quantitative Finance tools☆551Updated last year
- Python Algorithmic Trading Cookbook, published by Packt☆472Updated 2 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆800Updated 2 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆304Updated 3 months ago
- Framework for algorithmic trading☆842Updated last year