Pairs Trading using Co-integrated Cryptocurrency Pairs
☆26May 22, 2020Updated 5 years ago
Alternatives and similar repositories for crypto-trading
Users that are interested in crypto-trading are comparing it to the libraries listed below
Sorting:
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆12Jan 12, 2021Updated 5 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆20May 4, 2021Updated 4 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆15Oct 18, 2019Updated 6 years ago
- Implementation of Bayesian PCA [Bishop][1999] And Bayesian Kernel PCA☆13Jan 13, 2021Updated 5 years ago
- ☆25Aug 11, 2018Updated 7 years ago
- A rewritten version of C++ Design Patterns and Derivatives Pricing coded in Python☆10Sep 16, 2019Updated 6 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- 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
- Repository for algorithmic trading ideas☆10Aug 12, 2021Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Oct 21, 2018Updated 7 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Nov 3, 2021Updated 4 years ago
- Pairs trading strategy example based on Catalyst☆49Dec 4, 2018Updated 7 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆31Aug 28, 2018Updated 7 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- ☆20Jul 17, 2024Updated last year
- Enhanced Portfolio Optimization (EPO)☆17Mar 5, 2024Updated 2 years ago
- CS7641 Team project☆97Jul 16, 2020Updated 5 years ago
- A Rust library for the Hyperliquid API☆25Sep 19, 2024Updated last year
- Market Making in Python☆19Apr 22, 2024Updated last year
- a cpp framework for crypto currentcy tick data backtesting☆18Jun 4, 2021Updated 4 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Sep 2, 2018Updated 7 years ago
- Highspeed crypto OHCLV downloader☆20Aug 17, 2024Updated last year
- ☆16Jun 28, 2022Updated 3 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- ☆16Oct 7, 2022Updated 3 years ago
- Python implementation of Fourier Transform pricing methods for the European call option, including the Fast-Fourier transform method desc…☆19Apr 1, 2021Updated 4 years ago
- ☆19Mar 21, 2020Updated 5 years ago
- Basic Trader bot for ViaBTC exchange that uses real BTC-ETH price in decision making☆16Aug 17, 2018Updated 7 years ago
- Thinkscripts to pull call and option volume☆18Apr 28, 2020Updated 5 years ago
- Finding Cointegrated Crypto Pairs with Binance API☆16May 31, 2021Updated 4 years ago
- ☆15Dec 8, 2022Updated 3 years ago
- Find trading pairs with Machine Learning☆41May 26, 2021Updated 4 years ago
- quant-learning☆18Aug 14, 2020Updated 5 years ago
- drift v2 python keeper bots☆20Dec 26, 2024Updated last year
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆21Apr 29, 2020Updated 5 years ago
- Orderflow trading bot based on BSI☆22Aug 14, 2024Updated last year
- ☆24Jan 26, 2020Updated 6 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆62Jan 19, 2026Updated last month
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆19Oct 26, 2018Updated 7 years ago