akhil2706 / PairsTradingLinks
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.☆30Updated 7 years ago
- ☆24Updated 6 years ago
- ☆25Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆19Updated 4 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- Repo for HFT project in CMF☆29Updated 3 years ago
- High Frequency Market Making: Optimal Quoting☆14Updated 2 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
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆14Updated 3 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Collection of Models related to market making☆17Updated 5 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- ☆38Updated 4 years ago
- Option Strategy for Futures☆17Updated 5 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆70Updated 5 years ago
- AS model performance versus trivial delta for market-makers☆21Updated 4 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆37Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 3 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- Market making strategies and scientific papers☆14Updated 2 years ago
- My first high-frequency trading strategy using machine learning☆18Updated 3 years ago
- Optimal high-frequency market making strategy☆26Updated last year