This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-trading
☆19Oct 26, 2018Updated 7 years ago
Alternatives and similar repositories for High-frequency-Pairs-trading
Users that are interested in High-frequency-Pairs-trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆10Jan 2, 2016Updated 10 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆12Jan 12, 2021Updated 5 years ago
- Robust Statistical Arbitrage Strategies☆16Sep 29, 2021Updated 4 years ago
- Python library for high frequency market data processing.☆16Dec 8, 2022Updated 3 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 5 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 5 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆65Dec 16, 2019Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Feb 27, 2019Updated 7 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆16Oct 18, 2019Updated 6 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Use machine learning to trade bitcoin.☆10Jun 10, 2021Updated 4 years ago
- ☆49Feb 19, 2017Updated 9 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Feb 2, 2019Updated 7 years ago
- Final Project for FINM33150, University of Chicago, Regression Analysis and Quantitative Trading Strategies☆11Jul 7, 2021Updated 4 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆10Jun 10, 2023Updated 2 years ago
- A low frequency statistical arbitrage strategy☆20Feb 23, 2019Updated 7 years ago
- High Frequency Trading Strategies☆50Aug 14, 2017Updated 8 years ago
- Forex news trading app built with java and Dukascopy API. Can open multiple orders and manage them during the news event. Includes strate…☆13May 14, 2019Updated 6 years ago
- Pairs Trading using Co-integrated Cryptocurrency Pairs☆26May 22, 2020Updated 5 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆21Sep 6, 2024Updated last year
- Apply different deep learning models to limit order book.☆12Mar 6, 2018Updated 8 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆60Sep 24, 2020Updated 5 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Mean and Covariance Matrix Estimation under Heavy Tails☆22May 24, 2023Updated 2 years ago
- data gateway system getting real-time tick data from Shanghai Future Exchange☆13Dec 8, 2019Updated 6 years ago
- Order Imbalance Strategy in High Frequency Trading☆142Jun 4, 2018Updated 7 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆19Jun 8, 2017Updated 8 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Dec 12, 2021Updated 4 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- A repository for portfolio allocation based on embedding data representation☆12Jan 27, 2025Updated last year
- Code accompanying the paper 'Manifold MCMC methods for Bayesian inference in a wide class of diffusion models'☆10May 28, 2025Updated 10 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Low latency high throughput GDAX orderbook analysis engine and trading bot☆13Mar 24, 2018Updated 8 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆72Feb 19, 2020Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Aug 21, 2018Updated 7 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Aug 29, 2020Updated 5 years ago
- Being able to perform gameplay analysis of NBA players, NBA Predictive Analytics is a basketball coach's new best friend.☆15Jan 14, 2018Updated 8 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 10 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago