High-frequency statistical arbitrage
☆274Jul 30, 2023Updated 3 years ago
Alternatives and similar repositories for Statistical-Arbitrage
Users that are interested in Statistical-Arbitrage are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆602Sep 20, 2022Updated 3 years ago
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- Delta hedging under SABR model☆50May 14, 2024Updated 2 years ago
- ☆47Mar 28, 2023Updated 3 years ago
- High Frequency Market Making☆640Sep 24, 2023Updated 2 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆73Mar 4, 2024Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆153May 6, 2023Updated 3 years ago
- Binance cash-and-carry arbitrage bot☆80Dec 31, 2022Updated 3 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆303Updated this week
- Fama-French models, idiosyncratic volatility, event study☆37Jul 16, 2022Updated 4 years ago
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆24Nov 1, 2023Updated 2 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,102Aug 13, 2023Updated 3 years ago
- Deep Learning Statistical Arbitrage☆262Oct 5, 2022Updated 3 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆188Sep 28, 2019Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Built a pairs trading strategy in emerging markets using a rolling Kalman-filter beta and spread half-life, with z-score position sizing,…☆19Aug 10, 2024Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆157May 2, 2024Updated 2 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆718Jul 6, 2023Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆75Feb 19, 2020Updated 6 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,326Aug 27, 2022Updated 3 years ago
- Quantitave research and Engineering on various promisory strategies, existing quant problems and opportunities using Mathematics and Stat…☆23Jun 10, 2026Updated 2 months ago
- experiments with pair trading☆345Dec 10, 2024Updated last year
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆792Apr 1, 2024Updated 2 years ago
- An asynchronous low-latency trading system☆69Mar 30, 2024Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆23Mar 7, 2024Updated 2 years ago
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆4,358Dec 23, 2025Updated 7 months ago
- Calibrates microprice model to BitMEX quote data☆65Jul 1, 2021Updated 5 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- ☆69Apr 10, 2021Updated 5 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆601Updated this week
- Repository for market making ideas☆45Apr 26, 2024Updated 2 years ago
- A collection of homeworks of market microstructure models.☆292May 4, 2018Updated 8 years ago
- A proof-of-concept algorithmic trading framework optimised in high-frequency and arbitrage trading☆12May 25, 2025Updated last year
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆744Updated this week
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- ☆38Aug 2, 2021Updated 5 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆110Jul 26, 2024Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆37Nov 3, 2021Updated 4 years ago
- Option Strategy for Futures☆20Jul 29, 2020Updated 6 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆323Dec 4, 2023Updated 2 years ago