gaugau3000 / mc_sim_fin
Montecarlo simulations/analysis for finance (equity simulator)
☆35Updated last year
Alternatives and similar repositories for mc_sim_fin:
Users that are interested in mc_sim_fin are comparing it to the libraries listed below
- Time Series Prediction of Volume in LOB☆57Updated last year
- Research Repo (Archive)☆73Updated 4 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆114Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆61Updated 9 months 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 2 months ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆38Updated 9 months ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆60Updated 2 years ago
- Collection of indicators that I used in my strategies.☆53Updated last month
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- ☆31Updated 3 years ago
- ☆38Updated 2 years ago
- ☆46Updated 3 months ago
- ☆40Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Pairs trading strategy example based on Catalyst☆48Updated 6 years ago
- Orderflow trading bot based on BSI☆17Updated 8 months ago
- ☆43Updated 5 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆63Updated 4 years ago
- ☆113Updated 7 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆62Updated last year
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆50Updated 3 years ago
- Python API for accessing Lake high frequency tick trades & order book data☆43Updated last week
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆38Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆54Updated 6 years ago
- Example of order book modeling.☆56Updated 5 years ago
- ☆60Updated 2 years ago
- Implementation of "Advances in Financial Machine Learning" quant trading strategies in python (building upon Freqtrade / FreqAI open sour…