NikhilSehgal123 / coinbase-execution-algorithm
An algorithm that intelligently executes a crypto order over time via Coinbase
☆11Updated 3 years ago
Alternatives and similar repositories for coinbase-execution-algorithm
Users that are interested in coinbase-execution-algorithm are comparing it to the libraries listed below
Sorting:
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆21Updated 6 years ago
- experiments with crypto trading☆16Updated 9 months ago
- ☆25Updated 2 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆52Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆25Updated last year
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Developing a trend following model using futures☆31Updated last year
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- ☆19Updated 5 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆12Updated 2 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆30Updated 3 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 3 years ago
- Basic Limit Order Book functions☆21Updated 7 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- ☆26Updated 8 months ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to f…☆19Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Backtested trading strategy based on modelling stock returns based on Auto Regressive Integrated Moving Average model☆1Updated 4 years ago
- ☆19Updated last year
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆28Updated 3 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- Mean Reversion Trading Strategy☆25Updated 4 years ago