alfranz / python-pairs-trading
A simple implementation of a pairs trading strategy
☆13Updated 10 years ago
Alternatives and similar repositories for python-pairs-trading:
Users that are interested in python-pairs-trading are comparing it to the libraries listed below
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- Basic python libraries for building technical indicators and trading signals☆17Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- ☆24Updated 8 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 8 years ago
- ☆43Updated 8 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- Algo trading project with news scraping and Interactive Brokers Python API☆26Updated 9 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 7 years ago
- finance☆43Updated 7 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 8 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- Algorithmic trading platform for multiple assets☆36Updated 7 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- a new simulator for statistical arbitrage☆15Updated 9 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Updated 4 years ago
- ☆48Updated 8 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios☆22Updated 10 years ago
- Zipline Extensions for QuantRocket☆18Updated 4 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- very fast python backtesting framework based on amibroker backtesting methodology☆40Updated 7 years ago
- This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with …☆15Updated 8 years ago
- ☆35Updated 7 years ago
- A Python toolkit for high-frequency trade research.☆41Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆9Updated 9 years ago
- A Survey of Multi-Factor Models☆39Updated 9 years ago
- Hedging portfolios with reinforcement learning.☆34Updated 7 years ago