Pairs Trading using Co-integrated Cryptocurrency Pairs
☆25May 22, 2020Updated 6 years ago
Alternatives and similar repositories for crypto-trading
Users that are interested in crypto-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:
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆11Jan 12, 2021Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- A low frequency statistical arbitrage strategy☆21Feb 23, 2019Updated 7 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆16Oct 18, 2019Updated 6 years ago
- ☆24Aug 11, 2018Updated 8 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆26Sep 9, 2020Updated 5 years ago
- Implementation of Bayesian PCA [Bishop][1999] And Bayesian Kernel PCA☆13Jan 13, 2021Updated 5 years ago
- A rewritten version of C++ Design Patterns and Derivatives Pricing coded in Python☆11Sep 16, 2019Updated 6 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆29Aug 28, 2018Updated 8 years ago
- My first high-frequency trading strategy using machine learning☆20Sep 16, 2022Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆38Nov 3, 2021Updated 4 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆24May 4, 2021Updated 5 years ago
- Enhanced Portfolio Optimization (EPO)☆18Aug 14, 2026Updated 3 weeks ago
- CS7641 Team project☆99Jul 16, 2020Updated 6 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Find trading pairs with Machine Learning☆40May 26, 2021Updated 5 years ago
- Market Making in Python☆21Apr 22, 2024Updated 2 years ago
- a cpp framework for crypto currentcy tick data backtesting☆18Jun 4, 2021Updated 5 years ago
- ☆16Jun 28, 2022Updated 4 years ago
- 支持 WPF和 Avalonia 的Chromium嵌入框架☆14Dec 29, 2021Updated 4 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated 2 years ago
- Repository for algorithmic trading ideas☆10Aug 12, 2021Updated 5 years ago
- Thinkscripts to pull call and option volume☆18Apr 28, 2020Updated 6 years ago
- Finding Cointegrated Crypto Pairs with Binance API☆16May 31, 2021Updated 5 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Sep 13, 2017Updated 8 years ago
- Pairs Trading in Python☆28Apr 25, 2021Updated 5 years ago
- kdb+/q kalman beta matlab python☆11Sep 11, 2019Updated 6 years ago
- Pairs trading strategy example based on Catalyst☆49Dec 4, 2018Updated 7 years ago
- ☆15Dec 8, 2022Updated 3 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆64Dec 16, 2019Updated 6 years ago
- ☆48Feb 19, 2017Updated 9 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆24May 8, 2024Updated 2 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Oct 21, 2018Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆20Jul 17, 2024Updated 2 years ago
- Basic Trader bot for ViaBTC exchange that uses real BTC-ETH price in decision making☆17Aug 17, 2018Updated 8 years ago
- A Rust library for the Hyperliquid API☆24May 18, 2026Updated 3 months ago
- ☆42Aug 29, 2022Updated 4 years ago
- ☆31Aug 7, 2022Updated 4 years ago
- ☆19Mar 21, 2020Updated 6 years ago
- quant-learning☆19Aug 14, 2020Updated 6 years ago