Sidhus234 / Hurst-Exponent-Trading-StrategyLinks
☆40Updated 4 years ago
Alternatives and similar repositories for Hurst-Exponent-Trading-Strategy
Users that are interested in Hurst-Exponent-Trading-Strategy are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆84Updated 2 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
- Backtest result archive for Momentum Trading Strategies☆61Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- Research Repo (Archive)☆74Updated 4 years ago
- ☆42Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Mean Reversion Trading Strategy☆26Updated 4 years ago
- ☆25Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Different quantitative trading models research☆53Updated 7 months ago
- Portfolio optimization using Genetic algorithm.☆59Updated 4 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Portfolio optimization with cvxopt☆40Updated 6 months ago
- ☆24Updated 5 years ago
- ☆75Updated last year
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated last year
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- ☆31Updated 2 years ago
- Calibrates microprice model to BitMEX quote data☆59Updated 4 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆36Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated last year
- Find trading pairs with Machine Learning☆41Updated 4 years ago