aconstandinou / pairs-trading-equitiesLinks
☆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
Sorting:
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Dispersion Trading using Options☆33Updated 8 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆62Updated 5 years ago
- Momentum and position based trading strategy analysis☆11Updated 8 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆59Updated 5 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆17Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆82Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆59Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆42Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆16Updated last year
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆53Updated 4 years ago
- Quantopian Pairs Trading algorithm implementation.☆62Updated 7 years ago
- ☆35Updated 7 years ago