WQU-MScFE-Capstone-MGS / qc-tick-data-strategies
Repo for the Tick Based Trend Following strategies written for the QuantConnect platform
☆19Updated 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
- This repo is for my articles published on Medium.com☆15Updated last year
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year
- Links to Algorithms and their Writeups that I've developed at QuantConnect☆31Updated 4 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 4 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆22Updated 4 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- ☆24Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Algorithmic multi-greek hedges using Python☆18Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 3 years ago
- ☆39Updated 3 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 5 years ago
- A financial trading method using machine learning.☆59Updated last year
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆50Updated 3 years ago
- Portfolio optimization with cvxopt☆37Updated last week
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 3 years ago
- Example of order book modeling.☆56Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆54Updated 10 months ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 4 years ago
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- By means of stochastic volatility models☆43Updated 4 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆19Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- ☆23Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆50Updated 4 years ago