bertrandobi / WQU-CAPSTONE-ProjectLinks
CAPSTONE Project for Msc Financial Engineering
☆11Updated 6 years ago
Alternatives and similar repositories for WQU-CAPSTONE-Project
Users that are interested in WQU-CAPSTONE-Project are comparing it to the libraries listed below
Sorting:
- experiments with crypto trading☆16Updated 10 months ago
- Testing trading signals of commodity futures☆16Updated 5 years ago
- World Quant University Capstone Project - Swing Trading☆11Updated 2 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 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
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Collection of Models related to market making☆17Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Developing a trend following model using futures☆32Updated last year
- Design your own Trading Strategy☆38Updated last year
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Option Strategy for Futures☆14Updated 4 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- ☆12Updated last year
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- ☆23Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- ☆14Updated 4 years ago
- ☆25Updated 9 years ago
- Hull-White 1/2 Factor Dynamics☆14Updated 2 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆11Updated 7 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆28Updated 5 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆14Updated 4 years ago
- ☆17Updated 3 years ago