gaugau3000 / mc_sim_finLinks
Montecarlo simulations/analysis for finance (equity simulator)
☆35Updated 2 years ago
Alternatives and similar repositories for mc_sim_fin
Users that are interested in mc_sim_fin are comparing it to the libraries listed below
Sorting:
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆118Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆40Updated 11 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- Official Repository☆126Updated 3 years ago
- ☆45Updated 6 years ago
- Developing a trend following model using futures☆33Updated last year
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Market Making in Python☆17Updated last year
- Research Repo (Archive)☆73Updated 4 years ago
- ☆51Updated 5 months ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 3 years ago
- ☆114Updated 7 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆62Updated 5 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆70Updated 2 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆31Updated 4 months ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Repository for market making ideas☆40Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Package to build risk model for factor pricing model☆28Updated 11 months ago
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 6 years ago
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆63Updated 4 years ago