Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
☆133Oct 13, 2025Updated 9 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 4 years ago
- ☆13May 27, 2023Updated 3 years ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆62Jul 5, 2022Updated 4 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
- ☆10Jul 27, 2020Updated 5 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.
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆24May 8, 2024Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆27Dec 26, 2022Updated 3 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…☆55Jul 13, 2023Updated 3 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- ☆28Aug 26, 2024Updated last year
- Python library for shrinkage cleaning of large correlation matrices.☆14Mar 7, 2024Updated 2 years ago
- ☆16Apr 6, 2022Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆65Jul 1, 2021Updated 5 years ago
- 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.
- Online Covariance and Correlation Estimation☆332Jun 24, 2026Updated 3 weeks 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
- ☆140Jul 10, 2023Updated 3 years ago
- Large Deviations for volatility options☆13Feb 28, 2019Updated 7 years ago
- Volatility models for stock prices using deep learning and mixture models.☆15Aug 20, 2022Updated 3 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
- Python library for multivariate dependence modeling with Copulas☆119Jun 11, 2024Updated 2 years ago
- Kite connect websocket implementation in asyncio, to get away with twisted dependency.☆13May 20, 2023Updated 3 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.
- Python library for asset pricing☆130Mar 13, 2024Updated 2 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆28Dec 10, 2018Updated 7 years ago
- Simulation of delta hedging☆18Jul 15, 2020Updated 6 years ago
- TSForecasting: Automated Time Series Forecasting Framework☆30Feb 10, 2026Updated 5 months ago
- ☆88Nov 23, 2024Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆650Feb 11, 2026Updated 5 months ago
- Computational experiments for the paper "A Comparison of AutoML Tools for Machine Learning, Deep Learning and XGBoost" (IJCNN 2021)☆12Sep 8, 2022Updated 3 years ago
- Automated PDF containing charts, tables, maps, and analysis of the US economy☆70Jun 16, 2026Updated last month
- ☆20Oct 10, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Bayesian Optimization for very Noisy functions☆19Aug 12, 2021Updated 4 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆16Sep 12, 2020Updated 5 years ago
- Library for fitting the LPPLS model to data.☆464May 30, 2026Updated last month
- This repo is for my articles published on Medium.com☆16Mar 8, 2023Updated 3 years ago
- ☆72Jul 13, 2026Updated last week
- Tool to identify option arbitrage opportunities across different expiries.☆19Nov 6, 2024Updated last year
- Neural Network Matrix Inversion☆16Jul 4, 2026Updated 2 weeks ago