financialnoob / cryptoLinks
experiments with crypto trading
☆17Updated last year
Alternatives and similar repositories for crypto
Users that are interested in crypto are comparing it to the libraries listed below
Sorting:
- Option Strategy for Futures☆14Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆24Updated 5 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- Collection of Models related to market making☆18Updated 4 years ago
- ☆26Updated last year
- Dynamic portfolio optimization☆26Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Example of order book modeling.☆58Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- ☆14Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆30Updated 3 years ago
- Repo for HFT project in CMF☆30Updated 2 years ago
- ☆36Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆54Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆67Updated last year
- AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆13Updated 3 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆18Updated 4 years ago
- High-frequency trading in a limit order book☆60Updated 6 years ago
- ☆12Updated last year
- Developing a trend following model using futures☆34Updated last year
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 3 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 3 years ago
- Market making strategies and scientific papers☆13Updated 2 years ago