daines-analytics / quant-finance-projects
Quantitative Finance and Algorithmic Trading Projects
☆11Updated 2 years ago
Related projects ⓘ
Alternatives and complementary repositories for quant-finance-projects
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆60Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- A low frequency statistical arbitrage strategy☆18Updated 5 years ago
- A financial trading method using machine learning.☆58Updated last year
- Mean Reversion Trading Strategy☆20Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆99Updated 5 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆56Updated last year
- World Quant University Capstone Project - Swing Trading☆12Updated 2 years ago
- ☆30Updated 2 years ago
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆42Updated 4 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆27Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆44Updated 3 years ago
- Python FX trading via the OANDA V20 REST API☆17Updated 7 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆26Updated last year
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆56Updated 4 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆47Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- An automatic high frequency trading bot for cryptocurrencies☆21Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆23Updated 6 years ago
- Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galor…☆14Updated last year
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆21Updated 3 years ago
- Python code given in book Trading Pairs by Anjana Gupta.☆21Updated 3 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆33Updated last year
- ☆34Updated 2 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆37Updated 6 years ago
- Some notebooks with powerful trading strategies.☆79Updated 3 years ago
- Different quantitative trading models research☆52Updated 2 years ago