financialnoob / pairs_tradingLinks
experiments with pair trading
☆323Updated 10 months ago
Alternatives and similar repositories for pairs_trading
Users that are interested in pairs_trading are comparing it to the libraries listed below
Sorting:
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆292Updated 4 years ago
- ☆355Updated 2 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆517Updated last year
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- High-frequency statistical arbitrage☆227Updated 2 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆267Updated 2 years ago
- Deep Learning Statistical Arbitrage☆245Updated 3 years ago
- A collection of homeworks of market microstructure models.☆261Updated 7 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆262Updated last week
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆376Updated 7 years ago
- ☆215Updated 8 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆202Updated last year
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆259Updated 2 years ago
- trend / momentum and other patterns in financial timeseries☆276Updated 4 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆132Updated last year
- Performance analysis of predictive (alpha) stock factors☆497Updated last week
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆240Updated 3 years ago
- Option and stock backtester / live trader☆275Updated 10 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆460Updated last week
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆453Updated 2 years ago
- CS7641 Team project☆97Updated 5 years ago
- An event-driven backtester☆111Updated 5 years ago
- ☆422Updated 4 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆646Updated this week
- Trading Pattern Scanner Identifies complex patterns like head and shoulder, wedge and many more.☆249Updated 2 years ago
- Plot orderflow footprint charts using plotly in python.☆192Updated last year
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆183Updated 2 years ago
- PyTrendFollow - systematic futures trading using trend following☆427Updated 7 years ago
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆323Updated 9 months ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆599Updated 2 years ago