Manudecara / Algo-TradingLinks
This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!
☆123Updated 3 years ago
Alternatives and similar repositories for Algo-Trading
Users that are interested in Algo-Trading are comparing it to the libraries listed below
Sorting:
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Some notebooks with powerful trading strategies.☆91Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 2 weeks ago
- Options Trader written in Python based off the ib_insync library.☆54Updated last year
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆130Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- CS7641 Team project☆95Updated 4 years ago
- Code and data for my blogs☆92Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆73Updated 7 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆160Updated 5 years ago
- Visualization Tool for Deribit Options☆81Updated 5 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- ☆61Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆134Updated 4 years ago
- High-frequency statistical arbitrage☆192Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 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
- An event-driven backtester☆106Updated 5 years ago
- Different quantitative trading models research☆52Updated 5 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆63Updated 4 years ago
- Order Imbalance Strategy in High Frequency Trading☆133Updated 6 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆57Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆64Updated 10 months ago
- Example of adaptive trend following strategy based on Renko☆120Updated 5 years ago