Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden state patterns.
☆41May 23, 2020Updated 5 years ago
Alternatives and similar repositories for HMM_Trading
Users that are interested in HMM_Trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆15Sep 12, 2020Updated 5 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆23Feb 2, 2025Updated last year
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆31Dec 20, 2022Updated 3 years ago
- Predicting stock price by using Hidden Markov model☆19Jun 10, 2017Updated 8 years ago
- ☆20Dec 28, 2016Updated 9 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- This algorithm takes a daily position on the SPY ETF by indirectly predicting the change in price through the put/call ratio. I do this b…☆12Jan 16, 2022Updated 4 years ago
- HMMLearn used against Tesla Stocks for Prediction☆14Oct 1, 2018Updated 7 years ago
- Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory☆318Nov 11, 2022Updated 3 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- Python packge to obtain crypto funding rates☆40Jun 9, 2024Updated last year
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- ☆68Apr 10, 2021Updated 5 years ago
- robotRay is a python robo trader bot for several strategies including: 1) naked puts based on a simple vega crush algo, 2) golden cross. …☆15Aug 27, 2021Updated 4 years ago
- Quant finance scripts☆15Apr 13, 2025Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- This is the code repository for 7FNCE025W High Frequency Trading.☆10Apr 12, 2023Updated 3 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆26Dec 26, 2022Updated 3 years ago
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆50Mar 10, 2025Updated last year
- Visualising correlations between different ETFs using network analytics and Plotly☆33Apr 5, 2022Updated 4 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- I have taken Joel Greenblatt's book and applied his magic formula to listed stock to identify under priced stocks.☆11Jul 14, 2020Updated 5 years ago
- High-frequency trading in a limit order book☆59Apr 15, 2019Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆50Feb 9, 2021Updated 5 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- ☆16Jul 17, 2020Updated 5 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- ☆15Mar 18, 2019Updated 7 years ago
- A script to create a fundamental analysis report for a company using financial modeling prep☆24Mar 18, 2025Updated last year
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆10Sep 17, 2021Updated 4 years ago
- Hidden Markov Model (HMM) based stock forecasting☆104Feb 28, 2018Updated 8 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market☆18Dec 29, 2022Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆40Sep 19, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Unsupervised Learning to Market Behavior Forecasting Example☆41May 10, 2020Updated 5 years ago
- ☆11Apr 13, 2017Updated 9 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆14Aug 12, 2024Updated last year
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Apr 5, 2021Updated 5 years ago
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆17Jul 3, 2021Updated 4 years ago
- Models and programs developed as part of XTX Forecastin Challenge 2019☆28Jul 6, 2023Updated 2 years ago