alfranz / python-pairs-trading
A simple implementation of a pairs trading strategy
☆13Updated 9 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
- Basic python libraries for building technical indicators and trading signals☆16Updated 7 years ago
- Code for researching and backtesting pairs trading☆24Updated 14 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆9Updated 9 years ago
- A model for forecasting stock volatility☆22Updated 7 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆43Updated last year
- Development space for PhD in Finance☆33Updated 4 years ago
- Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios☆22Updated 10 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 7 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
- ☆24Updated 8 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
- ☆20Updated 5 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆16Updated 7 years ago
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- finance☆43Updated 7 years ago
- Backtesting tool on tick data☆11Updated 7 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 7 years ago
- Machine learning in Python for stock market and forex market predictions (fully functional)☆55Updated 6 years ago
- Multi Strategy Trading Algorithm☆46Updated 7 years ago
- Code for various data snooping tests on financial time series.☆18Updated 9 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆40Updated 4 years ago
- very fast python backtesting framework based on amibroker backtesting methodology☆40Updated 7 years ago
- Algo trading project with news scraping and Interactive Brokers Python API☆26Updated 9 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 8 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆19Updated 3 years ago
- Zipline Extensions for QuantRocket☆18Updated 4 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆26Updated 8 years ago
- A Java ATS for market-depth-based trading strategies☆37Updated 9 years ago
- Distributed Trading Platform☆12Updated 6 years ago