Mean Reversion Trading Strategy
☆29Apr 20, 2021Updated 4 years ago
Alternatives and similar repositories for mean-reversion-strategy
Users that are interested in mean-reversion-strategy are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- How to apply Deep Learning to create a mean reverting portfolio☆14Nov 9, 2020Updated 5 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆79Sep 4, 2022Updated 3 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- Bollinger Bands shows the levels of different highs and lows that a security price has reached in a particular duration.☆10Apr 18, 2018Updated 7 years ago
- Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Jo…☆14Mar 15, 2018Updated 8 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- The model focuses on predicting the impact of trading activities on stock prices using order flow imbalance, trading volume and price cha…☆35May 20, 2024Updated last year
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Feb 24, 2019Updated 7 years ago
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连 续止损后cool down一…☆14Nov 2, 2019Updated 6 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- Stock trading using timing strategy (股票的择时交易): mainly use short & long moving average of stock price and also analyze the performance of …☆12Feb 26, 2020Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆67Mar 18, 2019Updated 7 years ago
- UC Berkeley CS189 Introduction to Machine Learning Homework☆13Oct 3, 2020Updated 5 years ago
- ☆71Jun 13, 2025Updated 10 months ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Apr 23, 2024Updated last year
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆15Dec 9, 2024Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆698Updated this week
- Quantative Trading, building a trading strategy by generating alpha, optimizing a portfolio.☆22Jul 6, 2023Updated 2 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆21May 8, 2024Updated last year
- ☆25Updated this week
- Risk Parity and Factors Model on multi asseet management☆23Apr 6, 2021Updated 5 years ago
- stock indicators☆11Mar 7, 2019Updated 7 years ago
- A Practical Guide to a Simple Data Stack.☆41Sep 18, 2024Updated last year
- I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financi…☆21Jan 11, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Multi Layer Perceptron with SGD, Momentum and AdaGrad from Scratch Using Python3☆15Mar 22, 2017Updated 9 years ago
- ☆14Mar 25, 2025Updated last year
- Augmenting Time Series Datasets with Weighted Elastic Barycenter Averaging☆10Jun 2, 2025Updated 10 months ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91May 14, 2025Updated 11 months ago
- A library for portfolio optimization algorithms with python interface.☆31Jan 9, 2021Updated 5 years ago
- Contains all the Jupyter Notebooks used in our research☆15Mar 18, 2020Updated 6 years ago
- From Dataset Labeling, Entity Extraction to production Knowledge Graph Deployment: The Power of NLP and LLMs Combined.☆12May 14, 2024Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 2 years ago
- quantitative investment; genetic algorithm; data mining☆33Sep 3, 2024Updated last year
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Jul 28, 2021Updated 4 years ago
- 众人的因子回测框架 stock factor test☆30Apr 1, 2026Updated last week
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆20Apr 29, 2020Updated 5 years ago
- Deep learning for limit order book trading and mid-price movement☆55Oct 20, 2020Updated 5 years ago
- ☆23Dec 21, 2019Updated 6 years ago
- Algorithmic trading LLMs☆17Mar 25, 2024Updated 2 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆74Aug 1, 2021Updated 4 years ago