gawd-coder / Backtest-ARIMA-Model-Startegy
Backtested trading strategy based on modelling stock returns based on Auto Regressive Integrated Moving Average model
☆0Updated 4 years ago
Alternatives and similar repositories for Backtest-ARIMA-Model-Startegy:
Users that are interested in Backtest-ARIMA-Model-Startegy are comparing it to the libraries listed below
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 3 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- ☆24Updated 6 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 4 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- Market making strategies and scientific papers☆13Updated last year
- My first high-frequency trading strategy using machine learning☆17Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Collection of Models related to market making☆16Updated 4 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Updated 5 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- ☆21Updated 5 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 5 years ago
- An automatic high frequency trading bot for cryptocurrencies☆23Updated 4 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆33Updated 4 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- In this work an application of the Triple-Barrier Method and Meta-Labeling techniques is explored with XGBoost for the creation of a sent…☆20Updated last year
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆20Updated 6 years ago