MichaelPaddon / volatilityLinks
A model for forecasting stock volatility
☆22Updated 8 years ago
Alternatives and similar repositories for volatility
Users that are interested in volatility are comparing it to the libraries listed below
Sorting:
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆57Updated 5 years ago
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆77Updated 4 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Root-finding algos, Black-Scholes and trees with Python☆44Updated 11 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- High Frequency Trading☆110Updated 7 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆75Updated 7 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 10 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- ☆49Updated 8 years ago
- finance☆43Updated 8 years ago
- ☆48Updated 10 years ago
- HFTrader is fully automated high frequency trading system☆96Updated 13 years ago
- ☆11Updated 7 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- ☆45Updated 5 years ago
- A framework for historical volatility estimation and analysis.☆35Updated 5 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆23Updated 7 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 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，…☆50Updated 8 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago