This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equity markets: Pairs Trading.
☆838Apr 1, 2024Updated 2 years ago
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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- experiments with pair trading☆348Dec 10, 2024Updated last year
- Performance analytics, portfolio backtesting, risk analysis, and factsheet reporting in Python☆641Updated this week
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆180Sep 18, 2019Updated 7 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,105Aug 13, 2023Updated 3 years ago
- High-frequency statistical arbitrage☆283Jul 30, 2023Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆767Updated this week
- Quantitative Finance book☆984Apr 14, 2025Updated last year
- ☆47Mar 28, 2023Updated 3 years ago
- Framework for quantitative trading. Complete framework for development, backtesting, and deploying automated trading algorithms and tradi…☆2,158Sep 30, 2026Updated last week
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆272Dec 8, 2022Updated 3 years ago
- Quantitative analysis, strategies and backtests☆3,037Aug 26, 2023Updated 3 years ago
- CS7641 Team project☆99Jul 16, 2020Updated 6 years ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆876Sep 5, 2024Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Feb 27, 2019Updated 7 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Open sourced research notebooks by the QuantConnect team.☆816May 17, 2024Updated 2 years ago
- ☆412May 22, 2023Updated 3 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆672Feb 11, 2026Updated 7 months ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆15Aug 28, 2022Updated 4 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆129May 13, 2022Updated 4 years ago
- Backtest and live trading in Python☆782Jun 20, 2024Updated 2 years ago
- Algorithmic trading framework for cryptocurrencies.☆1,693Jan 7, 2026Updated 9 months ago
- A framework for quantitative finance In python.☆1,066May 25, 2023Updated 3 years ago
- ☆24Aug 11, 2018Updated 8 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Find trading pairs with Machine Learning☆40May 26, 2021Updated 5 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆215Apr 19, 2023Updated 3 years ago
- Pairs Trading using Co-integrated Cryptocurrency Pairs☆25May 22, 2020Updated 6 years ago
- Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Str…☆10,943Jun 20, 2026Updated 3 months ago
- Python toolkit for quantitative finance: stock analysis, technical indicators, strategy backtesting, portfolio optimization, and financia…☆4,306Sep 12, 2026Updated 3 weeks ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆732Jul 6, 2023Updated 3 years ago
- Quantitative Finance and Algorithmic Trading☆458Jul 14, 2015Updated 11 years ago
- ☆22Oct 25, 2025Updated 11 months ago
- ☆219Sep 27, 2017Updated 9 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆3,169Updated this week
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆13Nov 3, 2023Updated 2 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆46Jul 14, 2024Updated 2 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆691Apr 23, 2024Updated 2 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆2,932May 29, 2025Updated last year
- Pairs Trading in Python☆28Apr 25, 2021Updated 5 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,957Oct 21, 2024Updated last year