Various python scripts to introduce mean reversion concepts.
☆23Jul 25, 2018Updated 8 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 8 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
- 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.
- 证券量化研究聚宽实现☆12Jan 31, 2020Updated 6 years ago
- ☆16May 3, 2021Updated 5 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 9 years ago
- 基于历史数据预测期货的波动率，用于期货的辅助分析，具备模型的核心代码☆10Nov 15, 2018Updated 7 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
- A repository for portfolio allocation based on embedding data representation☆13Jan 27, 2025Updated last year
- Python package to simulate a vast range of transmission processes on various structures☆13Nov 8, 2022Updated 3 years ago
- Code accompanying the paper 'Manifold MCMC methods for Bayesian inference in a wide class of diffusion models'☆10May 28, 2025Updated last year
- quantitative asset allocation strategy☆37Sep 19, 2026Updated 3 weeks ago
- 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.
- Trading App☆11Jan 8, 2023Updated 3 years ago
- How to apply Deep Learning to create a mean reverting portfolio☆14Nov 9, 2020Updated 5 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- 衍生品定价、对冲回测与主观交易工具☆15Dec 21, 2021Updated 4 years ago
- ☆49Feb 19, 2017Updated 9 years ago
- FIX Protocol library implemented in Go☆10Jul 16, 2026Updated 3 months ago
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆15Jul 31, 2026Updated 2 months ago
- Demo of "The World's Fastest Scrabble Solver" algorithm with a visualization in Pygame☆19Feb 12, 2022Updated 4 years ago
- Modular IB_Insync strategy --☆25Nov 30, 2019Updated 6 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.
- This repository contains solution for prediction of stock price returns☆14Sep 28, 2019Updated 7 years ago
- Program that detects arbitrage opportunities in the foreign exchange market using Bellman-Ford algorithm.☆12Aug 1, 2021Updated 5 years ago
- 基金司机，老司 机帮你玩转基金☆16Jun 28, 2020Updated 6 years ago
- ☆12Jun 9, 2018Updated 8 years ago
- A Temporal Networks Library written in Python☆14Oct 13, 2021Updated 5 years ago
- This project is part of a bigger one. I want to make Algo Trading Easy for you! You can find examples and more information in the documen…☆18Nov 21, 2025Updated 10 months ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆95May 14, 2025Updated last year
- Forex Prediction using Lstm☆12Nov 29, 2020Updated 5 years ago
- Cryptocurrency trader☆22Oct 30, 2017Updated 8 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.
- Momentum and position based trading strategy analysis☆11May 31, 2017Updated 9 years ago
- ☆64Feb 17, 2023Updated 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
- ☆25Jan 1, 2025Updated last year
- ☆12Aug 27, 2022Updated 4 years ago
- Este é um bot automatizado de investimento em opções binárias desenvolvido utilizando a biblioteca aiogram para interação com o Telegram,…☆13Aug 4, 2023Updated 3 years ago
- Now updated prior to the version on CRAN.☆15Jan 9, 2024Updated 2 years ago