Peropero0 / quantitative_finance_playgroundLinks
☆56Updated 6 months ago
Alternatives and similar repositories for quantitative_finance_playground
Users that are interested in quantitative_finance_playground are comparing it to the libraries listed below
Sorting:
- Time Series Prediction of Volume in LOB☆57Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆84Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆52Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆122Updated last year
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆14Updated last year
- Research Repo (Archive)☆74Updated 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
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆66Updated 4 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆61Updated 6 years ago
- Dynamic portfolio optimization☆26Updated last year
- ☆115Updated 7 years ago
- ☆42Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Delta hedging under SABR model☆33Updated last year
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- ☆51Updated 4 years ago
- Different quantitative trading models research☆53Updated 7 months ago
- algo trading backtesting on BitMEX☆79Updated last year
- High-frequency statistical arbitrage☆206Updated 2 years ago
- Calibrates microprice model to BitMEX quote data☆59Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆40Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- ☆35Updated 4 years ago