financialnoob / crypto
experiments with crypto trading
☆16Updated 3 months ago
Related projects ⓘ
Alternatives and complementary repositories for crypto
- This repo is for my articles published on Medium.com☆15Updated last year
- ☆25Updated 2 months ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆12Updated last year
- Developing a trend following model using futures☆31Updated last year
- Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars☆17Updated 3 years ago
- ☆17Updated 4 years ago
- ☆12Updated last year
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 2 years ago
- Collection of Models related to market making☆14Updated 3 years ago
- A low frequency statistical arbitrage strategy☆18Updated 5 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆11Updated 3 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆11Updated last year
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- World Quant University Capstone Project - Swing Trading☆11Updated 2 years ago
- Option Strategy for Futures☆12Updated 4 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆13Updated 4 years ago
- A financial trading method using machine learning.☆58Updated last year
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 6 years ago
- Find trading pairs with Machine Learning☆42Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆20Updated last year
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆23Updated 6 months ago
- Package to build risk model for factor pricing model☆24Updated 3 months ago
- Contains all the Jupyter Notebooks used in our research☆14Updated 4 years ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated last year
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆25Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆34Updated last year
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆28Updated last year
- ☆15Updated 4 years ago
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆7Updated 3 years ago
- ☆23Updated 3 weeks ago