Quantreo / UDEMY-Advanced-CRYPTOCURRENCIES-strategies-for-Algorithmic-tradinhg-2022Links
☆26Updated last year
Alternatives and similar repositories for UDEMY-Advanced-CRYPTOCURRENCIES-strategies-for-Algorithmic-tradinhg-2022
Users that are interested in UDEMY-Advanced-CRYPTOCURRENCIES-strategies-for-Algorithmic-tradinhg-2022 are comparing it to the libraries listed below
Sorting:
- ☆36Updated 3 years ago
- ☆21Updated 3 years ago
- ☆53Updated 3 years ago
- ☆39Updated 3 years ago
- ☆83Updated 3 years ago
- ☆30Updated 3 years ago
- ☆21Updated 3 months ago
- ☆28Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆68Updated 5 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Official Repository☆130Updated 4 years ago
- Dynamic portfolio optimization☆29Updated last year
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆76Updated last year
- ☆89Updated 3 years ago
- ☆33Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- Design your own Trading Strategy☆39Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- ☆77Updated last year
- ☆47Updated 2 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 4 years ago
- Delta hedging under SABR model☆40Updated last year
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆79Updated 2 years ago
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆27Updated 2 years ago
- ☆89Updated last month