Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies
☆23Apr 13, 2020Updated 6 years ago
Alternatives and similar repositories for pairs-trading-backtest-system
Users that are interested in pairs-trading-backtest-system are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆25Jul 6, 2019Updated 6 years ago
- This repo contains the code for the reinforcement learning course project https://github.com/cuhkrlcourse☆12May 24, 2020Updated 6 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆22Nov 21, 2021Updated 4 years ago
- Univariate_ARIMA_models, ARCH/GARCH Volatility Forecasting models, VAR model for macro fundamentals forecasts☆16Jan 25, 2021Updated 5 years ago
- A low frequency statistical arbitrage strategy☆19Feb 23, 2019Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Python FX trading via the OANDA V20 REST API☆17Oct 17, 2017Updated 8 years ago
- Pairs trading backtesting enviroment built with Python.☆14May 8, 2022Updated 4 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆56Aug 14, 2020Updated 5 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125May 13, 2022Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆72Mar 4, 2024Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆61Sep 24, 2020Updated 5 years ago
- YoBit Martingale Traiding Bot☆10Oct 12, 2020Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Apr 23, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Tool to identify option arbitrage opportunities across different expiries.☆19Nov 6, 2024Updated last year
- Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API☆20Nov 4, 2019Updated 6 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- An async program for futures-spot arbitrage on OKEx using V5 API.☆152Jan 8, 2024Updated 2 years ago
- Examples of causality maps for time series driven by GitHub actions☆15Nov 3, 2023Updated 2 years ago
- Mixtures of Gaussian Process Experts in GPflow/TensorFlow☆12Aug 1, 2022Updated 3 years ago
- ☆30Jul 21, 2023Updated 2 years ago
- Some Quant ideas in Backtrader☆12Jan 12, 2022Updated 4 years ago
- 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…☆26Sep 9, 2020Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- My Quantopian Algorithms for Stock Trading on the Live Market☆11Oct 30, 2016Updated 9 years ago
- The Interactive Frontend Built for Aioquant.☆13May 11, 2022Updated 4 years ago
- BitMEX market bot based primarily on funding rates☆14Jan 10, 2026Updated 5 months ago
- Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn☆17Dec 8, 2020Updated 5 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆26Nov 16, 2018Updated 7 years ago
- This repo demonstrates how to load a sample Parquet formatted file from an AWS S3 Bucket. A python job will then be submitted to a Apach…☆19Jun 23, 2016Updated 9 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Jan 25, 2016Updated 10 years ago
- Semi-automatic analysis of a financial series using Python.☆13Nov 30, 2021Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- EUR/USD Binary Options Predictions: Using Deep Learning and Random Forest.☆18Apr 6, 2023Updated 3 years ago
- This repository contains the code and related materials for my participation in the quantitative competition hosted by Tower Research Cap…☆13Mar 11, 2024Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆39Sep 19, 2023Updated 2 years ago
- ☆11Apr 23, 2023Updated 3 years ago
- Pairs Trading using Statistical Arbitrage☆200Jul 9, 2022Updated 3 years ago
- Predicting Arbitrage in the Crypto Market with Machine Learning☆19Dec 8, 2022Updated 3 years ago