Alternatives and similar repositories for ari5123_assignment

Users that are interested in ari5123_assignment are comparing it to the libraries listed below

• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆70Updated last year
• dmarienko / QuantTradingResearch
  Different quantitative trading models research
  ☆55Updated 11 months ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago
• Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage
  This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
  ☆69Updated 5 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pairs Trading with Machine Learning on Distributed Python Platform
  ☆122Updated 3 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆97Updated 5 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆82Updated 6 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆74Updated 5 years ago
• zzzac / Rule-based-forex-trading-system
  ☆32Updated 2 years ago
• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆101Updated 5 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆139Updated 7 years ago
• Musonda2day / Asset-Portfolio-Management-usingDeep-Reinforcement-Learning-
  This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …
  ☆87Updated 3 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆92Updated 2 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆103Updated 6 years ago
• IliaOzhmegov / TradingNeuralNetwork
  A network tries to predict movements in stock prices based on a picture of a time series stock price.
  ☆39Updated 4 years ago
• aticio / legitindicators
  Collection of indicators that I used in my strategies.
  ☆60Updated 8 months ago
• hobinkwak / Portfolio-Optimization-Deep-Learning
  Mean-Variance Optimization using DL (pytorch)
  ☆32Updated 3 years ago
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆93Updated 6 months ago
• theopenstreet / VPIN_HFT
  ☆122Updated 8 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆70Updated 2 years ago
• miroblog / limit_orderbook_prediction
  ☆142Updated 3 years ago
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆41Updated 4 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆43Updated 3 years ago
• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆171Updated 6 years ago
• IanLKaplan / pairs_trading
  ☆33Updated 2 years ago
• Weichong515 / Algo-Trading-14
  Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm
  ☆15Updated 6 years ago
• Quantreo / Algorithmic-trading-using-PRICE-ACTION-strategies
  ☆53Updated 3 years ago
• Yvaine-Zhang / Models-for-Intraday-Trading-Volume-Prediction
  Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…
  ☆52Updated 5 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆134Updated last year
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆235Updated 2 years ago