Yan1015 / Arbitrage-Opportunity-Monitor
This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stock market.
☆17Updated 6 years ago
Alternatives and similar repositories for Arbitrage-Opportunity-Monitor:
Users that are interested in Arbitrage-Opportunity-Monitor are comparing it to the libraries listed below
- A financial trading method using machine learning.☆60Updated last year
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆25Updated 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 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Dynamic portfolio optimization☆21Updated last year
- ☆24Updated 6 years ago
- ☆35Updated 7 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆10Updated 2 years ago
- AI based alpha research for trading☆46Updated 2 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆14Updated 4 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Mean Reversion Trading Strategy☆22Updated 3 years ago
- ☆17Updated 4 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Updated 6 years ago
- ☆21Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆27Updated 6 years ago
- Collection of Models related to market making☆16Updated 4 years ago
- Example of order book modeling.☆56Updated 5 years ago