KidQuant / Pairs-Trading-With-Python
This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equity markets: Pairs Trading.
☆345Updated 9 months 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
- experiments with pair trading☆275Updated last month
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆530Updated this week
- Backtest and live trading in Python☆558Updated 7 months ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆909Updated last year
- Open sourced research notebooks by the QuantConnect team.☆552Updated 8 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆239Updated last week
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆564Updated this week
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆504Updated last year
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆394Updated 2 years ago
- Option and stock backtester / live trader☆247Updated last month
- Sources codes for: Mastering Python for Finance, Second Edition☆407Updated last month
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆192Updated last week
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆257Updated 2 years ago
- PyTrendFollow - systematic futures trading using trend following☆383Updated 6 years ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆856Updated 9 months ago
- low code backtesting library utilizing pandas and technical analysis indicators☆402Updated last week
- ☆208Updated 7 years ago
- High Frequency Market Making☆487Updated last year
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆428Updated last year
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆134Updated last year
- Quantitative Finance book☆542Updated 9 months ago
- Performance analysis of predictive (alpha) stock factors☆353Updated 4 months ago
- Recreate EP Chan algo trading book strategies☆369Updated 6 years ago
- GPU-accelerated Factors analysis library and Backtester☆667Updated last year
- Resources for Quantitative Finance☆696Updated 8 months ago
- Top training materials in quantitative finance☆402Updated 4 months ago
- Quantitative Finance tools☆501Updated last year
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆294Updated last month
- ☆270Updated last year
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆349Updated 6 years ago