createMonster / Multi-Strategy-Quant-SystemLinks
This is a Python-based repository for a multi-strategy quant system. It provides a framework for implementing and testing various quantitative trading strategies on financial time series data, and can be used to generate buy/sell signals based on the outputs of those strategies.
☆22Updated last year
Alternatives and similar repositories for Multi-Strategy-Quant-System
Users that are interested in Multi-Strategy-Quant-System are comparing it to the libraries listed below
Sorting:
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆15Updated 2 years ago
- ☆24Updated 5 years ago
- High Frequency Market Making: Optimal Quoting☆13Updated 2 years ago
- ☆33Updated 2 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆37Updated 4 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Simulation of delta hedging☆17Updated 5 years ago
- Delta hedging under SABR model☆40Updated last year
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆68Updated 3 years ago
- Design your own Trading Strategy☆39Updated last year
- ☆47Updated 2 years ago
- Options Trader written in Python based off the ib_insync library.☆61Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- Time Series Prediction of Volume in LOB☆58Updated last year
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆78Updated 7 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆68Updated 5 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆24Updated 6 years ago
- Calibrates microprice model to BitMEX quote data☆60Updated 4 years ago
- AS model performance versus trivial delta for market-makers☆21Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆56Updated 5 years ago
- This repository houses all source code, Jupyter Notebooks and related materials necessary to follow and collaborate on Quant Research con…☆30Updated 3 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago