dmarienko / QuantTradingResearchLinks
Different quantitative trading models research
☆52Updated 5 months ago
Alternatives and similar repositories for QuantTradingResearch
Users that are interested in QuantTradingResearch are comparing it to the libraries listed below
Sorting:
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Delta hedging under SABR model☆32Updated last year
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆64Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Developing a trend following model using futures☆32Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- CS7641 Team project☆95Updated 4 years ago
- ☆24Updated 6 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆64Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 3 weeks ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆74Updated 7 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- ☆113Updated 7 years ago
- ☆39Updated 4 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆58Updated 6 years ago
- Some notebooks with powerful trading strategies.☆92Updated 4 years ago