MichaelPaddon / volatility
A model for forecasting stock volatility
☆22Updated 7 years ago
Alternatives and similar repositories for volatility:
Users that are interested in volatility are comparing it to the libraries listed below
- ☆46Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆50Updated 4 years ago
- ☆21Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- finance☆43Updated 7 years ago
- Hedging portfolios with reinforcement learning.☆34Updated 7 years ago
- Backtest result archive for Momentum Trading Strategies☆48Updated 5 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 6 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆44Updated 7 years ago
- Example of order book modeling.☆56Updated 5 years ago
- stores market data from cryptofeed to kdb+☆23Updated 3 years ago
- Market Making / Stat Arb strategy☆59Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- A Survey of Multi-Factor Models☆40Updated 9 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 4 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 6 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆44Updated 8 months ago
- Deep learning for price movement prediction using high frequency limit order data☆38Updated 6 years ago
- High Frequency Jump Prediction Project☆35Updated 4 years ago
- archiving old code☆25Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- ☆17Updated 4 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 8 months ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆35Updated 8 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago