Peropero0 / quantitative_finance_playgroundLinks
☆60Updated 8 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☆58Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆90Updated 2 years ago
- ☆52Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆64Updated 3 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆15Updated last year
- Calibrates microprice model to BitMEX quote data☆61Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- Dynamic portfolio optimization☆28Updated last year
- Different quantitative trading models research☆54Updated 9 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆68Updated 4 years ago
- ☆118Updated 7 years ago
- ☆44Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆71Updated last year
- High Frequency Trading Strategies☆48Updated 8 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆130Updated last year
- ☆36Updated 4 years ago
- ☆24Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- AI based alpha research for trading☆49Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆81Updated 6 years ago
- CS7641 Team project☆96Updated 5 years ago
- Package to build risk model for factor pricing model☆27Updated last year