SpencerPao / Quantitative_Strategies
This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.
☆153Updated 2 years ago
Alternatives and similar repositories for Quantitative_Strategies:
Users that are interested in Quantitative_Strategies are comparing it to the libraries listed below
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆393Updated last year
- experiments with pair trading☆290Updated 4 months ago
- HFT signals on GDAX☆92Updated 7 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆182Updated last year
- Recreate EP Chan algo trading book strategies☆404Updated 6 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆317Updated this week
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 4 years ago
- ☆290Updated last year
- A collection of homeworks of market microstructure models.☆231Updated 6 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆431Updated 2 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆131Updated 4 years ago
- Source Codes for the Book of Trading Strategies☆172Updated 3 years ago
- Python Algorithmic Trading Cookbook, published by Packt☆458Updated 2 years ago
- Collection of resources used on QuantPy YouTube channel.☆208Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆112Updated 11 months ago
- Signal processing examples in python☆137Updated 5 years ago
- CS7641 Team project☆94Updated 4 years ago
- Code and data for my blogs☆92Updated 4 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆424Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆571Updated this week
- ☆74Updated 10 months ago
- ☆96Updated 2 years ago
- The CQF program☆180Updated 6 years ago
- High Frequency Market Making☆536Updated last year
- Option Calculator using Black-Scholes model and Binomial model☆169Updated 5 years ago
- Official Repository☆124Updated 3 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆228Updated last month
- The CQF resources and my learning records☆149Updated last year
- Some notebooks with powerful trading strategies.☆90Updated 4 years ago
- ☆81Updated 5 months ago