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
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- ☆31Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆24Updated 6 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
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Gamma Scalping Trading Strategies☆19Updated 8 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
- Repo for HFT project in CMF☆28Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- Different quantitative trading models research☆52Updated 4 months ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆20Updated 3 months ago
- Pairs trading strategy example based on Catalyst☆48Updated 6 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- ☆20Updated 6 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆50Updated 3 years ago
- ☆49Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆90Updated 4 years ago
- Dynamic portfolio optimization☆22Updated last year