financialnoob / pairs_trading
experiments with pair trading
☆255Updated 3 weeks ago
Related projects ⓘ
Alternatives and complementary repositories for pairs_trading
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆319Updated 7 months ago
- A collection of homeworks of market microstructure models.☆209Updated 6 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated last year
- CS7641 Team project☆87Updated 4 years ago
- Performance analysis of predictive (alpha) stock factors☆321Updated last month
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆485Updated this week
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆343Updated 6 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆367Updated 2 years ago
- High-frequency statistical arbitrage☆149Updated last year
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆179Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆184Updated this week
- ☆207Updated 7 years ago
- PyTrendFollow - systematic futures trading using trend following☆377Updated 6 years ago
- Option and stock backtester / live trader☆242Updated last week
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆413Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆122Updated 9 months ago
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆224Updated 3 years ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆560Updated this week
- Source Codes for the Book of Trading Strategies☆162Updated 2 years ago
- Deep Learning Statistical Arbitrage☆200Updated 2 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆209Updated 6 months ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆435Updated last year
- ☆186Updated last year
- ☆360Updated 3 years ago
- trend / momentum and other patterns in financial timeseries☆239Updated 3 years ago
- High Frequency Market Making☆407Updated last year
- Notes on Advances in Financial Machine Learning☆76Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆112Updated 2 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.☆125Updated 5 months ago
- SABR model Python implementation☆463Updated 2 years ago