Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
☆124Oct 13, 2025Updated 5 months ago
Alternatives and similar repositories for bidask
Users that are interested in bidask are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- ☆13May 27, 2023Updated 2 years ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆62Jul 5, 2022Updated 3 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆10Nov 30, 2022Updated 3 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆21May 8, 2024Updated last year
- 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.
- ☆10Jul 27, 2020Updated 5 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Jul 13, 2023Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆26Dec 26, 2022Updated 3 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- ☆25Nov 17, 2025Updated 4 months ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆28Dec 10, 2018Updated 7 years ago
- ☆15Apr 6, 2022Updated 4 years ago
- ☆28Aug 26, 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.
- Calibrates microprice model to BitMEX quote data☆64Jul 1, 2021Updated 4 years ago
- World beating online covariance and portfolio construction.☆320Oct 13, 2025Updated 5 months ago
- OItool helps you to analyze future and option data. It uses Grafana for visualization and Influxfb for the database to store data.☆20Aug 26, 2021Updated 4 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- Large Deviations for volatility options☆13Feb 28, 2019Updated 7 years ago
- ☆140Jul 10, 2023Updated 2 years ago
- Python library for asset pricing☆129Mar 13, 2024Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆127Jan 10, 2024Updated 2 years ago
- Kite connect websocket implementation in asyncio, to get away with twisted dependency.☆13May 20, 2023Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Python library for multivariate dependence modeling with Copulas☆118Jun 11, 2024Updated last year
- Library for fitting the LPPLS model to data.☆451Feb 15, 2026Updated last month
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆621Feb 11, 2026Updated 2 months ago
- Volatility models for stock prices using deep learning and mixture models.☆16Aug 20, 2022Updated 3 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆15Sep 12, 2020Updated 5 years ago
- Bayesian Optimization for very Noisy functions☆18Aug 12, 2021Updated 4 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆59Sep 24, 2020Updated 5 years ago
- This repo is for my articles published on Medium.com☆16Mar 8, 2023Updated 3 years ago
- Automated PDF containing charts, tables, maps, and analysis of the US economy☆69Apr 1, 2026Updated last week
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 4 years ago
- ☆30Mar 18, 2026Updated 3 weeks ago
- Simulation of delta hedging☆18Jul 15, 2020Updated 5 years ago
- ☆71Jun 13, 2025Updated 9 months ago
- ☆20Oct 10, 2022Updated 3 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆18Nov 6, 2024Updated last year
- Quantitative strategy☆13Aug 17, 2019Updated 6 years ago