This project is to apply Copula Function to pair trading strategy both in American stock market.
☆30Oct 21, 2018Updated 7 years ago
Alternatives and similar repositories for Pairs-Trading-using-Copula
Users that are interested in Pairs-Trading-using-Copula are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22May 31, 2022Updated 4 years ago
- A low frequency statistical arbitrage strategy☆21Feb 23, 2019Updated 7 years ago
- dynamic copula dcc garch estimate bank systematic risk☆20Dec 29, 2021Updated 4 years ago
- ☆25Jul 6, 2019Updated 7 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- 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.
- World Quant University Capstone Project - Swing Trading☆14Jun 22, 2022Updated 4 years ago
- Code for researching and backtesting pairs trading☆24Mar 14, 2010Updated 16 years ago
- ☆24Aug 11, 2018Updated 7 years ago
- experiments with pair trading☆344Dec 10, 2024Updated last year
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆12May 12, 2020Updated 6 years ago
- Vine_Copula_based_ARMA_EGARCH☆10Feb 10, 2019Updated 7 years ago
- Quantopian Pairs Trading algorithm implementation.☆66Aug 28, 2017Updated 8 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
- Method of calculating VaR ( Value at risk) using ARMA-GJR_GARCH and COPULA method☆13Apr 4, 2021Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Pairs trading strategy example based on Catalyst☆49Dec 4, 2018Updated 7 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Sep 19, 2023Updated 2 years ago
- Pairs Trading using Unsupervised Clustering and Deep Reinforcement Learning☆11Aug 19, 2023Updated 2 years ago
- Portfolio Risk Assessment leveraging Probabilistic Deep Neural Networks☆22Apr 16, 2025Updated last year
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆29Aug 28, 2018Updated 7 years ago
- Statistical tests for Value at Risk (VaR) Models.☆16Mar 21, 2026Updated 4 months ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆28Dec 10, 2018Updated 7 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆23May 4, 2021Updated 5 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆273Dec 8, 2022Updated 3 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.
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆28Nov 16, 2018Updated 7 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago
- Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, est…☆30Aug 12, 2024Updated last year
- 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…☆26Sep 9, 2020Updated 5 years ago
- Pairs Trading using Co-integrated Cryptocurrency Pairs☆25May 22, 2020Updated 6 years ago
- ☆218Sep 27, 2017Updated 8 years ago
- ☆44Dec 22, 2016Updated 9 years ago
- ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.☆28Jan 28, 2021Updated 5 years ago
- R Code CoVaR with Copula☆76Sep 26, 2024Updated last year
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆45Jul 14, 2024Updated 2 years ago
- Algorithmic Trading with Machine Learning☆15Sep 26, 2015Updated 10 years ago
- Note for quant research, for study☆11Mar 28, 2022Updated 4 years ago
- ☆12Jul 15, 2022Updated 4 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆127May 13, 2022Updated 4 years ago
- Robust Statistical Arbitrage Strategies☆16Sep 29, 2021Updated 4 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Feb 2, 2019Updated 7 years ago