akhil2706 / PairsTrading
A low frequency statistical arbitrage strategy
☆20Updated 6 years ago
Alternatives and similar repositories for PairsTrading
Users that are interested in PairsTrading are comparing it to the libraries listed below
Sorting:
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- ☆24Updated 6 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆28Updated 3 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆14Updated last year
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- ☆22Updated 5 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆25Updated 4 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 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
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- World Quant University Capstone Project - Swing Trading☆11Updated 2 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- ☆33Updated 3 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Collection of Models related to market making☆17Updated 4 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- ☆49Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 4 years ago
- Delta hedging under SABR model☆31Updated last year
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆16Updated last year