Quantopian Pairs Trading algorithm implementation.
☆65Aug 28, 2017Updated 8 years ago
Alternatives and similar repositories for Quantopian_Pairs_Trader
Users that are interested in Quantopian_Pairs_Trader are comparing it to the libraries listed below
Sorting:
- Code for researching and backtesting pairs trading☆24Mar 14, 2010Updated 15 years ago
- Sample algorithmic trading strategies☆30May 26, 2013Updated 12 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Oct 21, 2018Updated 7 years ago
- World Quant University Capstone Project - Swing Trading☆13Jun 22, 2022Updated 3 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆271Dec 8, 2022Updated 3 years ago
- ☆49Feb 19, 2017Updated 9 years ago
- Using deep actor-critic model to learn best strategies in pair trading☆322May 18, 2017Updated 8 years ago
- A low frequency statistical arbitrage strategy☆20Feb 23, 2019Updated 7 years ago
- Pairs trading strategy example based on Catalyst☆49Dec 4, 2018Updated 7 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- ☆24Jul 6, 2019Updated 6 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆39Sep 19, 2023Updated 2 years ago
- experiments with pair trading☆335Dec 10, 2024Updated last year
- finance☆43Jul 24, 2017Updated 8 years ago
- Apply different deep learning models to limit order book.☆11Mar 6, 2018Updated 7 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 5 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22May 31, 2022Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Feb 27, 2019Updated 7 years ago
- This code gives a broad introduction to 4 different Algorithmic Trading Strategies: Momentum, Mean Reversion, Moving Averages and Machine…☆10Jan 28, 2022Updated 4 years ago
- WonderTrader官方提供的web控制台，服务端为wtpy提供的WtMonSvr模块☆12Sep 16, 2021Updated 4 years ago
- ☆10Feb 19, 2022Updated 4 years ago
- This is a simple arbitrage programmme based on coin margined futures at OKEx.☆13Apr 10, 2020Updated 5 years ago
- ☆11Jan 20, 2023Updated 3 years ago
- WARNING: This repository is no longer maintained This repository will not be updated. The repository will be kept available in read-only…☆12May 26, 2019Updated 6 years ago
- CAPSTONE Project for Msc Financial Engineering☆12Mar 11, 2019Updated 6 years ago
- Algorithmic Trading via Deep Learning☆13Sep 1, 2017Updated 8 years ago
- This repo contains the code for the reinforcement learning course project https://github.com/cuhkrlcourse☆12May 24, 2020Updated 5 years ago
- Learn how to build a socially responsible portfolio☆11May 26, 2019Updated 6 years ago
- ☆215Sep 27, 2017Updated 8 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125May 13, 2022Updated 3 years ago
- MQL helper scripts for Forex Strategy Builder.☆14Sep 23, 2015Updated 10 years ago
- Trading algorithms and summary of Jane Street Electronic Trading Challenge☆11Oct 27, 2018Updated 7 years ago
- Implementation of Reinforcement Learning in Pair Trading☆11Jul 4, 2025Updated 8 months ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆37Apr 16, 2016Updated 9 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Sep 17, 2020Updated 5 years ago
- Code and data for my blogs☆91Mar 2, 2021Updated 5 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Oct 2, 2020Updated 5 years ago
- Stationarity check using the Augmented Dickey-Fuller test from Scratch in Python☆15May 29, 2021Updated 4 years ago
- Zap Hardhat - Binance Smart Chain☆16Apr 25, 2022Updated 3 years ago