eshan-kaul / PairsTrading-CryptoLinks
An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portfolios for retail and institutional investors. As prices for cryptocurrencies continue to break previous highs, the race is on for investors to develop a trading strategy that can take advantage of the high vola…
☆12Updated 2 years ago
Alternatives and similar repositories for PairsTrading-Crypto
Users that are interested in PairsTrading-Crypto are comparing it to the libraries listed below
Sorting:
- High Frequency Market Making: Optimal Quoting☆13Updated 2 years ago
 - This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
 - A low frequency statistical arbitrage strategy☆20Updated 6 years ago
 - Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆22Updated 7 years ago
 - A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
 - Optimal high-frequency market making strategy☆24Updated 11 months ago
 - high-frequency grid trading strategy backtesting for binance futures☆24Updated 3 years ago
 - AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
 - Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
 - High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Updated 2 years ago
 - Trend Prediction for High Frequency Trading☆43Updated 2 years ago
 - A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 2 years ago
 - This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆18Updated 7 years ago
 - Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆17Updated last year
 - Market making strategies and scientific papers☆14Updated 2 years ago
 - This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
 - Collection of Models related to market making☆17Updated 4 years ago
 - Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 3 years ago
 - Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
 - The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆20Updated last year
 - ☆24Updated 5 years ago
 - This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 7 years ago
 - Order Book Imbalance trading strategy☆11Updated 2 years ago
 - A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆18Updated 4 years ago
 - Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆13Updated 3 years ago
 - High Frequency Trading Strategies☆48Updated 8 years ago
 - High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
 - An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
 - Repo for HFT project in CMF☆29Updated 2 years ago
 - Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago