SpencerPao / Quantitative_StrategiesLinks
This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.
☆191Updated 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
Sorting:
- experiments with pair trading☆327Updated last year
- ☆91Updated 2 months ago
- HFT signals on GDAX☆112Updated 8 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆517Updated last year
- Recreate EP Chan algo trading book strategies☆415Updated 7 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆136Updated last year
- Collection of resources used on QuantPy YouTube channel.☆265Updated last week
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆473Updated last month
- ☆362Updated 2 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆191Updated last year
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆157Updated 4 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆533Updated last year
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆541Updated 3 years ago
- Signal processing examples in python☆157Updated 5 years ago
- Code and data for my blogs☆91Updated 4 years ago
- High-frequency statistical arbitrage☆238Updated 2 years ago
- The CQF program☆204Updated 7 years ago
- A collection of homeworks of market microstructure models.☆272Updated 7 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- CS7641 Team project☆97Updated 5 years ago
- ☆147Updated last year
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆349Updated last month
- Dealers' gamma exposure (GEX) tracker☆165Updated 2 years ago
- Top training materials in quantitative finance☆565Updated 3 months ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆656Updated last week
- The Official Repository of Mastering Financial Pattern Recognition☆156Updated 2 years ago
- volatility arbitrage in Heston model☆67Updated 8 months ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆178Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆159Updated 2 years ago