armelf / Financial-AlgorithmsLinks
I propose here several algorithmic trading strategies on diverse asset classes
☆15Updated 5 years ago
Alternatives and similar repositories for Financial-Algorithms
Users that are interested in Financial-Algorithms are comparing it to the libraries listed below
Sorting:
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- ☆25Updated 7 years ago
- Different quantitative trading models research☆55Updated last year
- ☆52Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆22Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆72Updated last year
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆54Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 3 years ago
- ☆24Updated 3 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆37Updated 4 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
- ☆35Updated 2 years ago
- ☆82Updated 3 years ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆43Updated 3 years ago
- ☆28Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆86Updated this week
- ☆65Updated 2 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Hedge long only portfolio using structural entropy☆16Updated 3 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆11Updated 3 weeks ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆37Updated 5 years ago
- Collection of indicators that I used in my strategies.☆60Updated 10 months ago