eshan-kaul / PairsTrading-Crypto
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…
☆9Updated last year
Related projects: ⓘ
- A low frequency statistical arbitrage strategy☆16Updated 5 years ago
- A financial trading method using machine learning.☆56Updated last year
- ☆34Updated this week
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆24Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆17Updated 2 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆23Updated 5 years ago
- ☆16Updated 4 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆58Updated 4 years ago
- ☆10Updated this week
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆19Updated 4 years ago
- Collection of Models related to market making☆14Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated last year
- Mean Reversion Trading Strategy☆17Updated 3 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆16Updated last year
- Trend Prediction for High Frequency Trading☆38Updated last year
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆21Updated 4 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆49Updated 6 months ago
- Find trading pairs with Machine Learning☆39Updated 3 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆43Updated 5 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 2 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆14Updated 4 years ago
- An automatic high frequency trading bot for cryptocurrencies☆21Updated 4 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆46Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆19Updated last year
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆17Updated 5 years ago
- Repo for HFT project in CMF☆25Updated last year
- Dynamic portfolio optimization☆15Updated 8 months ago