Mean Reversion Trading Strategy
☆31Apr 20, 2021Updated 5 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.☆83Updated this week
- ☆24Jan 26, 2020Updated 6 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
- Bollinger Bands shows the levels of different highs and lows that a security price has reached in a particular duration.☆10Apr 18, 2018Updated 8 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- 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…☆15Nov 2, 2019Updated 6 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
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- UC Berkeley CS189 Introduction to Machine Learning Homework☆14Oct 3, 2020Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆68Mar 18, 2019Updated 7 years ago
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆15Jul 31, 2026Updated last week
- Quantative Trading, building a trading strategy by generating alpha, optimizing a portfolio.☆26Jul 6, 2023Updated 3 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆27Apr 23, 2024Updated 2 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.
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆744Updated this week
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆24May 8, 2024Updated 2 years ago
- Risk Parity and Factors Model on multi asseet management☆23Apr 6, 2021Updated 5 years ago
- The model focuses on predicting the impact of trading activities on stock prices using order flow imbalance, trading volume and price cha…☆38May 20, 2024Updated 2 years ago
- Multi Layer Perceptron with SGD, Momentum and AdaGrad from Scratch Using Python3☆15Mar 22, 2017Updated 9 years ago
- Augmenting Time Series Datasets with Weighted Elastic Barycenter Averaging☆10Jun 2, 2025Updated last year
- A library for portfolio optimization algorithms with python interface.☆31Jan 9, 2021Updated 5 years ago
- Code file for Mastering Parallel Programming with R by Packt Publishing☆11Jan 30, 2023Updated 3 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆94May 14, 2025Updated last year
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- We explore the application of Machine Learning for predicting the return of the stock by using the information of stock returns. A tradin…☆16Jun 6, 2022Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 3 years ago
- Utilizing deep learning techniques to predict Bitcoin price movements based on historical data and relevant market indicators.☆11Jun 22, 2024Updated 2 years ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Jul 28, 2021Updated 5 years ago
- Contains all the Jupyter Notebooks used in our research☆15Mar 18, 2020Updated 6 years ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆12May 17, 2026Updated 2 months ago
- 众人的因子回测框架 stock factor test☆30Apr 18, 2026Updated 3 months ago
- TrainingData provides high-quality data annotation tailored to your needs☆16Sep 20, 2023Updated 2 years ago
- stock indicators☆11Mar 7, 2019Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆20Apr 29, 2020Updated 6 years ago
- ☆16Mar 7, 2020Updated 6 years ago
- From Dataset Labeling, Entity Extraction to production Knowledge Graph Deployment: The Power of NLP and LLMs Combined.☆12Jun 19, 2026Updated last month
- ☆23Dec 21, 2019Updated 6 years ago
- Fully automated trading system, strategy based on Kalman filter☆13May 7, 2018Updated 8 years ago
- Codebase for the Blogs of Famous Quantitative Research Algorithms☆16May 3, 2024Updated 2 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆78Aug 1, 2021Updated 5 years ago