alfranz / python-pairs-tradingLinks
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
Sorting:
- Python library for performing computed technical analysis on stock data statistics. Inspired by TA-Lib.☆21Updated 11 years ago
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 7 years ago
- Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios☆22Updated 11 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆25Updated 12 years ago
- very fast python backtesting framework based on amibroker backtesting methodology☆40Updated 7 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆36Updated 9 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- Multi Strategy Trading Algorithm☆48Updated 7 years ago
- A model for forecasting stock volatility☆22Updated 8 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- ☆14Updated 11 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 9 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
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆37Updated 8 years ago
- Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate …☆26Updated 7 years ago
- ☆43Updated 8 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆10Updated 9 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Algorithmic trading platform for multiple assets☆37Updated 8 years ago
- Python code samples using ta lib for trading strategies☆24Updated 12 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
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 8 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
- Optimising a FOREX trading strategy with nature inspired algorithms☆11Updated 6 years ago
- ☆24Updated 9 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Basic python libraries for building technical indicators and trading signals☆17Updated 8 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 8 years ago