CS7641 Team project
☆99Jul 16, 2020Updated 6 years ago
Alternatives and similar repositories for pair-trading
Users that are interested in pair-trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Pairs Trading with Machine Learning on Distributed Python Platform☆128May 13, 2022Updated 4 years ago
- Find trading pairs with Machine Learning☆40May 26, 2021Updated 5 years ago
- ☆47Mar 28, 2023Updated 3 years ago
- ☆218Sep 27, 2017Updated 8 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆61Sep 24, 2020Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Statistical Arbitrage & Algorithmic Trading: time series analysis and the presence of cointegration in cryptocurrency price series.☆11Jan 10, 2019Updated 7 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆274Dec 8, 2022Updated 3 years ago
- Pairs Trading using Co-integrated Cryptocurrency Pairs☆25May 22, 2020Updated 6 years ago
- ☆24Aug 11, 2018Updated 8 years ago
- experiments with pair trading☆347Dec 10, 2024Updated last year
- Computational Finance and FinTech / M.Sc. International Finance / Berlin School of Economics and Law Berlin☆20Jun 17, 2026Updated 2 months ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22May 31, 2022Updated 4 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆814Apr 1, 2024Updated 2 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆15Aug 28, 2022Updated 4 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆25Jul 6, 2019Updated 7 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆179Sep 18, 2019Updated 6 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Nov 21, 2021Updated 4 years ago
- Pairs Trading using Unsupervised Clustering and Deep Reinforcement Learning☆11Aug 19, 2023Updated 3 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆45Jul 14, 2024Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Sep 19, 2023Updated 2 years ago
- Orderflow trading bot based on BSI☆22Aug 14, 2024Updated 2 years ago
- ☆10Nov 6, 2018Updated 7 years ago
- 📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://…☆412Dec 25, 2020Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆16Jun 28, 2022Updated 4 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆20Jun 8, 2017Updated 9 years ago
- ☆48Feb 19, 2017Updated 9 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- ☆44Dec 8, 2022Updated 3 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,103Aug 13, 2023Updated 3 years ago
- A collection of various technical indicators implemented in LitScript☆10Apr 5, 2022Updated 4 years ago
- Quant interview problems with answers.☆15Aug 16, 2018Updated 8 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- A model for forecasting stock volatility☆22Apr 14, 2017Updated 9 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆727Jul 6, 2023Updated 3 years ago
- ☆20May 17, 2020Updated 6 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆24Mar 7, 2024Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆153May 6, 2023Updated 3 years ago