edgetrader / mean-reversion-strategy
Mean Reversion Trading Strategy
☆25Updated 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
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆24Updated 6 years ago
- Different quantitative trading models research☆52Updated 4 months ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- ☆38Updated 2 years ago
- System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack☆10Updated last year
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆28Updated 3 years ago
- ☆22Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆63Updated last year
- Example of order book modeling.☆56Updated 5 years ago
- Collection of indicators that I used in my strategies.☆53Updated last month
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Quantopian Pairs Trading algorithm implementation.☆59Updated 7 years ago
- ☆19Updated 4 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- 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
- Backtest result archive for Momentum Trading Strategies☆57Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- Package to build risk model for factor pricing model☆25Updated 9 months ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆25Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆38Updated 10 months ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago