akhil2706 / PairsTrading
A low frequency statistical arbitrage strategy
☆19Updated 6 years ago
Alternatives and similar repositories for PairsTrading:
Users that are interested in PairsTrading are comparing it to the libraries listed below
- ☆21Updated 5 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆27Updated 6 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- ☆24Updated 6 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- A financial trading method using machine learning.☆60Updated last year
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆16Updated 3 years ago
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 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 project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 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
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Repo for HFT project in CMF☆28Updated 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
- Market making strategies and scientific papers☆13Updated last year
- Contains all the Jupyter Notebooks used in our research☆15Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 3 years ago
- World Quant University Capstone Project - Swing Trading☆11Updated 2 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 4 years ago
- Delta hedging under SABR model☆25Updated 9 months ago
- ☆22Updated 5 years ago
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆10Updated 2 years ago
- Collection of Models related to market making☆16Updated 4 years ago
- ☆30Updated 3 years ago
- 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
- Example of order book modeling.☆56Updated 5 years ago