Deep Learning Statistical Arbitrage
☆265Oct 5, 2022Updated 3 years ago
Alternatives and similar repositories for dlsa-public
Users that are interested in dlsa-public are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆73Mar 4, 2024Updated 2 years ago
- ☆82Dec 22, 2022Updated 3 years ago
- High-frequency statistical arbitrage☆279Jul 30, 2023Updated 3 years ago
- Instrumented Principal Components Analysis☆266Aug 15, 2022Updated 4 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 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.
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Feb 27, 2019Updated 7 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117May 28, 2017Updated 9 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆136Apr 26, 2020Updated 6 years ago
- Phd repo☆18Jul 14, 2022Updated 4 years ago
- Robust Statistical Arbitrage Strategies☆16Sep 29, 2021Updated 4 years ago
- experiments with pair trading☆347Dec 10, 2024Updated last year
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆62Jul 5, 2022Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 5 years ago
- This module contains the core code for the missing data imputation proposed in the the paper "Missing Financial Data". It is intended for…☆13Jan 20, 2024Updated 2 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.
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Sep 2, 2018Updated 8 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Feb 2, 2019Updated 7 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆28Dec 10, 2018Updated 7 years ago
- ☆216Mar 29, 2023Updated 3 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Oct 13, 2022Updated 3 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆47Jan 9, 2025Updated last year
- Advances in Financial Machine Learning☆811Jan 11, 2023Updated 3 years ago
- ☆15Feb 7, 2021Updated 5 years ago
- High-frequency trading in a limit order book☆60Apr 15, 2019Updated 7 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Machine learning model to predict NSE stocks for a year☆19Jan 14, 2019Updated 7 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆605Jul 15, 2021Updated 5 years ago
- ☆24Apr 1, 2022Updated 4 years ago
- Deep Q-Learning for Market Making☆131Jun 12, 2018Updated 8 years ago
- ☆48Feb 19, 2017Updated 9 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆24Mar 7, 2024Updated 2 years ago
- ☆132Dec 12, 2017Updated 8 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 5 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆153May 6, 2023Updated 3 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.
- How to apply Deep Learning to create a mean reverting portfolio☆14Nov 9, 2020Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆87Aug 21, 2018Updated 8 years ago
- ☆218Sep 27, 2017Updated 8 years ago
- High Frequency Market Making☆645Sep 24, 2023Updated 2 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,101Aug 13, 2023Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆639Mar 19, 2026Updated 5 months ago