This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-trading
☆18Oct 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:
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆11Jan 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
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 6 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Feb 27, 2019Updated 7 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆64Dec 16, 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
- ☆48Feb 19, 2017Updated 9 years ago
- Use machine learning to trade bitcoin.☆10Jun 10, 2021Updated 5 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Feb 2, 2019Updated 7 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 3 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆20Jun 8, 2017Updated 9 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- A low frequency statistical arbitrage strategy☆21Feb 23, 2019Updated 7 years ago
- Mean and Covariance Matrix Estimation under Heavy Tails☆22May 24, 2023Updated 3 years ago
- Pairs Trading using Co-integrated Cryptocurrency Pairs☆25May 22, 2020Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆61Sep 24, 2020Updated 5 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…☆12May 14, 2019Updated 7 years ago
- Apply different deep learning models to limit order book.☆13Mar 6, 2018Updated 8 years ago
- data gateway system getting real-time tick data from Shanghai Future Exchange☆13Dec 8, 2019Updated 6 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Order Imbalance Strategy in High Frequency Trading☆148Jun 4, 2018Updated 8 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆12Dec 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
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆74Feb 19, 2020Updated 6 years ago
- Low latency high throughput GDAX orderbook analysis engine and trading bot☆13Mar 24, 2018Updated 8 years ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆21Nov 2, 2022Updated 3 years ago
- Option Selling Algorithm built upon the Interactive Brokers Python API☆10Oct 9, 2020Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆85Aug 21, 2018Updated 7 years ago
- Being able to perform gameplay analysis of NBA players, NBA Predictive Analytics is a basketball coach's new best friend.☆16Jan 14, 2018Updated 8 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆31Aug 29, 2020Updated 5 years ago
- Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV☆15Jun 12, 2023Updated 3 years ago
- ☆12Nov 19, 2018Updated 7 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
- Using the Interactive Brokers API to implement several trade related features☆10Nov 24, 2020Updated 5 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆25Aug 10, 2022Updated 3 years ago