金融计量 基于协整的配对交易
☆12Oct 27, 2021Updated 4 years ago
Alternatives and similar repositories for pairsTrading
Users that are interested in pairsTrading are comparing it to the libraries listed below
Sorting:
- 量化交易策略-多行业协整配对交易策略☆25Feb 27, 2018Updated 8 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆14Aug 28, 2022Updated 3 years ago
- Python code given in book Trading Pairs by Anjana Gupta.☆23Mar 13, 2021Updated 4 years ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- The code of PEN: Prediction-Explanation Network to Forecast Stock Price Movement with Better Explainability☆27Apr 3, 2023Updated 2 years ago
- DeepLOB Implementation on Bitcoin Perpetual Data☆29Aug 7, 2023Updated 2 years ago
- A Surrogate Model with Data Augmentation and Deep Transfer Learning for Temperature Field Prediction of Heat Source Layout☆10Nov 25, 2020Updated 5 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆31Aug 28, 2018Updated 7 years ago
- 软件测试入门所需的基础知识☆10Jan 18, 2024Updated 2 years ago
- 电力系统潮流计算程序设计☆14Oct 28, 2020Updated 5 years ago
- A baseline implementation of genetic programming (using trees to encode programs) with some examples of usage.☆35Sep 2, 2025Updated 6 months ago
- 新一代API課程範例☆18Jul 15, 2025Updated 7 months ago
- 用koa、c++写的量化交易系统☆14Oct 9, 2017Updated 8 years ago
- 基于聚宽平台，探索分钟级的高频交易☆35Jun 18, 2020Updated 5 years ago
- Some example code☆12Jul 23, 2024Updated last year
- On-going project: I will be implementing a combination of pairs trading strategies in attempt to see which type performs best after backt…☆14Jul 20, 2024Updated last year
- Python functionality for getting different data from Bloomberg: prices, implied vols, fundamentals☆14Aug 7, 2025Updated 7 months ago
- A trading algorithm utilizing a Naive Bayes classifier to predict expected returns, GARCH (1,1) volatility forecasting, and the Markowitz…☆10Dec 22, 2017Updated 8 years ago
- presents an in-depth exploration of a cutting-edge trading architecture that combines the predictive power of Long Short-Term Memory (LST…☆14Mar 13, 2025Updated 11 months ago
- Codes for various problems solved using Finite Difference Method and Finite Volume Method.☆12Apr 6, 2016Updated 9 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- FE model updating in Python☆11Jul 16, 2021Updated 4 years ago
- Python app for black-litterman portfolio optimisation☆10Dec 8, 2022Updated 3 years ago
- go + vue + websocket 音乐播放器和聊天室☆12Mar 27, 2022Updated 3 years ago
- TEJ_API_Python_實戰應用☆12Dec 26, 2024Updated last year
- Accepted at WWW 25 Industrial Track (oral)☆18Jun 6, 2025Updated 9 months ago
- The annual coding competition hosted by Optiver in collaboration with LSE☆18Jul 18, 2022Updated 3 years ago
- Backtrader策略機☆39Oct 28, 2020Updated 5 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
- Find trading pairs with Machine Learning☆41May 26, 2021Updated 4 years ago
- ☆15Dec 16, 2022Updated 3 years ago
- Graph Neural Network-based Surrogate Models for Finite Element Analysis☆10Sep 25, 2022Updated 3 years ago
- Newton–Cotes Graph Neural Networks: On the Time Evolution of Dynamic Systems☆11Oct 19, 2023Updated 2 years ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Dec 6, 2022Updated 3 years ago
- Bayesian PINN codes to solve 2D/3D Navier Stokes for wind fields☆11Dec 12, 2023Updated 2 years ago
- 量化交易☆11Jan 3, 2023Updated 3 years ago
- opencv 识别滑动验证缺口位置☆11Mar 16, 2020Updated 5 years ago
- A backtester written in python with NumPy and Pandas, showcasing Dollar-Cost-Averaging (DCA) and DCA with portfolio rebalancing.☆11Nov 29, 2020Updated 5 years ago