WQU-MScFE-Capstone-MGS / qc-tick-data-strategiesLinks
Repo for the Tick Based Trend Following strategies written for the QuantConnect platform
☆24Updated 5 years ago
Alternatives and similar repositories for qc-tick-data-strategies
Users that are interested in qc-tick-data-strategies are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- ☆25Updated 7 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆24Updated 5 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- ☆65Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- ☆45Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆91Updated 2 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 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
- Time Series Prediction of Volume in LOB☆58Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Dynamic portfolio optimization☆28Updated last year
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆61Updated 9 months ago
- ☆31Updated 2 years ago
- Different quantitative trading models research☆54Updated 10 months ago
- Research Repo (Archive)☆75Updated 5 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆29Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 years ago
- ☆24Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 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
- Example of order book modeling.☆58Updated 6 years ago