geome-mitbbs / QTS_Research
quant trading strategy research
☆24Updated 7 years ago
Alternatives and similar repositories for QTS_Research:
Users that are interested in QTS_Research are comparing it to the libraries listed below
- ☆24Updated 6 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 3 years ago
- ☆105Updated 7 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- Code from the Trading Evolved book☆39Updated 4 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆37Updated 7 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- ☆35Updated 2 years ago
- ☆71Updated 2 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆21Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Stock and Forex market prediction using ML and time-series modelling☆36Updated 6 years ago
- Modeling the volatility of commodity futures Indices☆14Updated 7 years ago
- ☆35Updated 7 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 8 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- ☆36Updated 3 years ago
- Algorithmic trading platform for multiple assets☆36Updated 7 years ago
- Quantopian Pairs Trading algorithm implementation.☆57Updated 7 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆17Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 8 months ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 4 years ago
- Futures trading database/backtester/analysis☆19Updated 6 years ago