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☆19Feb 23, 2019Updated 7 years ago
- dynamic copula dcc garch estimate bank systematic risk☆20Dec 29, 2021Updated 4 years ago
- ☆25Jul 6, 2019Updated 6 years ago
- Unveiling the Economics of SQL Operations☆10Apr 21, 2024Updated 2 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.
- World Quant University Capstone Project - Swing Trading☆14Jun 22, 2022Updated 3 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- Code for researching and backtesting pairs trading☆24Mar 14, 2010Updated 16 years ago
- ☆24Aug 11, 2018Updated 7 years ago
- Vine_Copula_based_ARMA_EGARCH☆10Feb 10, 2019Updated 7 years ago
- experiments with pair trading☆343Dec 10, 2024Updated last year
- Code for paper "Copula-based conformal prediction for Multi-Target Regression"☆33Apr 1, 2021Updated 5 years ago
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆12May 12, 2020Updated 6 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆21May 4, 2021Updated 5 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.
- 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…☆15Oct 18, 2019Updated 6 years ago
- Pairs trading strategy example based on Catalyst☆49Dec 4, 2018Updated 7 years ago
- Method of calculating VaR ( Value at risk) using ARMA-GJR_GARCH and COPULA method☆13Apr 4, 2021Updated 5 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆40Sep 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☆21Apr 16, 2025Updated last year
- Statistical tests for Value at Risk (VaR) Models.☆16Mar 21, 2026Updated 2 months ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆30Aug 28, 2018Updated 7 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆28Dec 10, 2018Updated 7 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago
- ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.☆28Jan 28, 2021Updated 5 years ago
- ☆44Dec 22, 2016Updated 9 years ago
- Pairs Trading using Co-integrated Cryptocurrency Pairs☆25May 22, 2020Updated 6 years ago
- ☆216Sep 27, 2017Updated 8 years ago
- 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
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆34Nov 10, 2021Updated 4 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
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆45Jul 14, 2024Updated last year
- Option Strategy for Futures☆19Jul 29, 2020Updated 5 years ago
- ☆16Nov 6, 2018Updated 7 years ago
- Algorithmic Trading with Machine Learning☆15Sep 26, 2015Updated 10 years ago
- Robust Statistical Arbitrage Strategies☆16Sep 29, 2021Updated 4 years ago
- Note for quant research, for study☆11Mar 28, 2022Updated 4 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Feb 2, 2019Updated 7 years ago