WQU-MScFE-Capstone-MGS / qc-tick-data-strategies
Repo for the Tick Based Trend Following strategies written for the QuantConnect platform
☆20Updated 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
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆22Updated 4 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- ☆24Updated 6 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 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
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Developing a trend following model using futures☆31Updated last year
- AI based alpha research for trading☆47Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆53Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 4 years ago
- Different quantitative trading models research☆52Updated 4 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆62Updated last year
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- ☆40Updated 4 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated 2 months ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆45Updated 4 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆27Updated 5 years ago
- ☆21Updated 5 years ago
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆18Updated 6 years ago
- Stock and Forex market prediction using ML and time-series modelling☆37Updated 6 years ago
- ☆22Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago