aconstandinou / pairs-trading-equitiesView external linksLinks
☆25Aug 11, 2018Updated 7 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
Sorting:
- A low frequency statistical arbitrage strategy☆19Feb 23, 2019Updated 6 years ago
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- ☆24Jul 6, 2019Updated 6 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Nov 21, 2021Updated 4 years ago
- Find trading pairs with Machine Learning☆40May 26, 2021Updated 4 years ago
- ☆27Jul 25, 2018Updated 7 years ago
- Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn☆17Dec 8, 2020Updated 5 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Oct 21, 2018Updated 7 years ago
- Code for researching and backtesting pairs trading☆24Mar 14, 2010Updated 15 years ago
- Algorithmic Trading Platform☆20Jul 24, 2019Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆92May 14, 2025Updated 9 months ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆15Oct 18, 2019Updated 6 years ago
- Various python scripts to introduce mean reversion concepts.☆23Jul 25, 2018Updated 7 years ago
- Pairs Trading using Co-integrated Cryptocurrency Pairs☆26May 22, 2020Updated 5 years ago
- Forex news trading app built with java and Dukascopy API. Can open multiple orders and manage them during the news event. Includes strate…☆13May 14, 2019Updated 6 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆270Dec 8, 2022Updated 3 years ago
- World Quant University Capstone Project - Swing Trading☆13Jun 22, 2022Updated 3 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 2 years ago
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆12Feb 7, 2025Updated last year
- Distributed Trading Platform☆10Sep 27, 2018Updated 7 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆31Aug 28, 2018Updated 7 years ago
- Implementation of transfer learning based with autoencoder architecture☆17Jul 6, 2020Updated 5 years ago
- ☆24May 1, 2025Updated 9 months ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆59Sep 24, 2020Updated 5 years ago
- CS7641 Team project☆97Jul 16, 2020Updated 5 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆17Sep 5, 2025Updated 5 months ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Sep 2, 2018Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Feb 27, 2019Updated 6 years ago
- Python script for medium article☆19Jan 1, 2020Updated 6 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆19May 4, 2021Updated 4 years ago
- The purpose of this script is to implement a very simple trading strategy with Python. This strategy is based on the difference between s…☆19Jul 5, 2019Updated 6 years ago
- Trading in the deep.☆17Apr 17, 2018Updated 7 years ago
- Machine learning model to predict NSE stocks for a year☆20Jan 14, 2019Updated 7 years ago
- Futures trading database/backtester/analysis☆20Dec 31, 2018Updated 7 years ago
- Extensible Algo-Trading Python Package.☆19Feb 10, 2023Updated 3 years ago
- ☆49Feb 19, 2017Updated 8 years ago
- ☆24Sep 19, 2021Updated 4 years ago
- Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API☆20Nov 4, 2019Updated 6 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆55Aug 14, 2020Updated 5 years ago