Yan1015 / High-frequency-Pairs-tradingLinks
This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-trading
☆19Updated 6 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
Sorting:
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 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
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆54Updated 4 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆18Updated 8 years ago
- ☆49Updated 8 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆67Updated last year
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…☆50Updated 4 months ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 5 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 7 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- Mean Reversion Trading Strategy☆26Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆30Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆49Updated 5 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆61Updated 2 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Updated 4 years ago