Alternatives and similar repositories for pairsTrading:

Users that are interested in pairsTrading are comparing it to the libraries listed below

• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆33Updated 4 years ago
• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆14Updated 4 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆31Updated 5 years ago
• dkl0707 / SnowballPricing
  雪球结构产品定价
  ☆27Updated last year
• Gabrielvon / QuantWork
  ☆12Updated 3 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 3 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆21Updated 4 years ago
• B1ueDrops / quant_strategy
  多因子选股量化交易策略, 基于中证500指数股票2017至2022年年分钟交易数据构建.
  ☆14Updated 7 months ago
• yuba316 / Pair_Trading_with_Box_Tiao_Decomposition
  Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
  ☆12Updated 2 years ago
• Ktry1991 / quant
  量化交易策略-多行业协整配对交易策略
  ☆26Updated 6 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆41Updated 7 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆35Updated 4 years ago
• wuboyuan / multi-factor-model
  量化研究-多因子模型
  ☆19Updated last year
• JVfisher / gammascalping
  实行gamma scalping策略时的期权组合选择工具
  ☆15Updated 5 years ago
• Neural-Finance / XGboost_Index-Enhancement-Strategy
  【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …
  ☆15Updated 2 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆28Updated 3 years ago
• xixi0222 / Find-Alpha-Volatility-Factor
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12Updated 3 years ago
• nikkizhao1202 / Trading_Strategy_SP500
  Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM
  ☆10Updated 4 years ago
• ZhiwenZuo / Multi-factor-stock-selection-model
  A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …
  ☆13Updated 5 years ago
• AdrienCss / OptionTrading
  Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.
  ☆21Updated last year
• ozencgungor / Pairs_Trading_Kalman
  Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.
  ☆11Updated 2 years ago
• sqc-cser / HTSC_Stock_RL
  复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果
  ☆30Updated 2 years ago
• yuba316 / OptionBackTest
  from for/if/else to my first option back-test function
  ☆14Updated 4 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated last year
• srjrzd / SRTP
  用SVM构建高频交易策略
  ☆13Updated 5 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆19Updated 5 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• Dengyi-CN / Quantitative_FOF_Multi_Factors_Framework
  量化FOF框架
  ☆12Updated 5 years ago
• lycanthropes / timing_strategy_of_stock-index
  I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…
  ☆12Updated 5 years ago