aconstandinou / pairs-trading-equities
☆24Updated 6 years ago
Alternatives and similar repositories for pairs-trading-equities:
Users that are interested in pairs-trading-equities are comparing it to the libraries listed below
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- A financial trading method using machine learning.☆60Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 10 months ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- Dispersion Trading using Options☆32Updated 7 years ago
- Backtest result archive for Momentum Trading Strategies☆50Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- ☆21Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆27Updated 6 years ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆40Updated 2 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 4 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Library for simulation and analysis of vanilla and exotic options☆32Updated 4 years ago
- World Quant University Capstone Project - Swing Trading☆11Updated 2 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated 2 weeks ago
- Implements different approaches to tactical and strategic asset allocation☆31Updated 2 months ago
- Mean Reversion Trading Strategy☆22Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- ☆35Updated 7 years ago
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆11Updated 4 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- ☆57Updated last year
- Construction of local volatility surface by using SABR☆28Updated 7 years ago
- ☆17Updated 6 years ago
- ☆17Updated 4 years ago