Various python scripts to introduce mean reversion concepts.
☆23Jul 25, 2018Updated 7 years ago
Alternatives and similar repositories for mean-reversion
Users that are interested in mean-reversion are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆16Feb 28, 2023Updated 3 years ago
- ☆24Aug 11, 2018Updated 7 years ago
- ☆18Apr 24, 2021Updated 5 years ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆46Mar 23, 2022Updated 4 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.
- 证券量化研究聚宽实现☆11Jan 31, 2020Updated 6 years ago
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆15Jun 1, 2018Updated 8 years ago
- A method to search for a subset of best performing items wrt black-box reward function☆15Jun 7, 2019Updated 7 years ago
- use PCA method to select stocks and O-U stochastic process to control risk during stock selection and trading period☆15Oct 3, 2017Updated 8 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- quantitative asset allocation strategy☆36Jan 19, 2025Updated last year
- How to apply Deep Learning to create a mean reverting portfolio☆14Nov 9, 2020Updated 5 years ago
- My ongoing ML Forecast Comparison Repository☆17Apr 18, 2024Updated 2 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 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.
- Code accompanying the paper 'Manifold MCMC methods for Bayesian inference in a wide class of diffusion models'☆10May 28, 2025Updated last year
- 衍生品定价、对冲回测与主观交易工具☆15Dec 21, 2021Updated 4 years ago
- ☆61Feb 17, 2023Updated 3 years ago
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆15Dec 9, 2024Updated last year
- Program that detects arbitrage opportunities in the foreign exchange market using Bellman-Ford algorithm.☆11Aug 1, 2021Updated 4 years ago
- FIX Protocol library implemented in Go☆10Oct 22, 2025Updated 7 months ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆82Sep 4, 2022Updated 3 years ago
- ☆48Feb 19, 2017Updated 9 years ago
- 基金司机，老司机帮你玩转基金☆16Jun 28, 2020Updated 5 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.
- Demo of "The World's Fastest Scrabble Solver" algorithm with a visualization in Pygame☆19Feb 12, 2022Updated 4 years ago
- Data Package, Python and JavaScript module with country groups☆21Updated this week
- ☆12Jun 9, 2018Updated 8 years ago
- Example of adaptive trend following strategy based on Renko☆126Jun 18, 2019Updated 7 years ago
- This repository contains solution for prediction of stock price returns☆14Sep 28, 2019Updated 6 years ago
- A web application to help check for domain or SSL/TLS certificate expirations.☆13Mar 9, 2023Updated 3 years ago
- Cryptocurrency trader☆22Oct 30, 2017Updated 8 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆92May 14, 2025Updated last year
- Machine Learning in Asset Management☆20Jul 18, 2019Updated 6 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆21May 5, 2021Updated 5 years ago
- In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM…☆11Dec 5, 2022Updated 3 years ago
- This repository contains implementation of "ADX", "Ichimoku" and "RSI" technical indicators using "Backtrader". And one new technical ind…☆18Feb 10, 2020Updated 6 years ago
- Introductory tutorial for Moonshot demonstrating data collection, universe selection, and backtesting of an end-of-day momentum strategy.☆10Apr 21, 2026Updated last month
- Momentum and position based trading strategy analysis☆11May 31, 2017Updated 9 years ago
- ☆12Nov 16, 2025Updated 7 months ago
- Dockerized IB gateway☆23Nov 9, 2021Updated 4 years ago