Yan1015 / Pairs-Trading-using-CopulaLinks
This project is to apply Copula Function to pair trading strategy both in American stock market.
☆28Updated 6 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
Sorting:
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆67Updated 5 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
- CS7641 Team project☆96Updated 5 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆62Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆89Updated 2 years ago
- ☆25Updated 7 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆121Updated 3 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆47Updated 3 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆17Updated last year
- AI based alpha research for trading☆49Updated 3 years ago
- ☆31Updated 2 years ago
- ☆24Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- Mean Reversion Trading Strategy☆27Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Ne…☆20Updated 4 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- ☆21Updated 6 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 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…☆26Updated 5 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago