Deep Learning Statistical Arbitrage
☆276Oct 5, 2022Updated 4 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…☆76Mar 4, 2024Updated 2 years ago
- ☆82Dec 22, 2022Updated 3 years ago
- High-frequency statistical arbitrage☆285Jul 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
- 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.
- 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☆137Apr 26, 2020Updated 6 years ago
- Phd repo☆18Jul 14, 2022Updated 4 years ago
- Robust Statistical Arbitrage Strategies☆16Sep 29, 2021Updated 5 years ago
- experiments with pair trading☆346Dec 10, 2024Updated last year
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆64Jul 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 4 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆47Jan 9, 2025Updated last year
- Advances in Financial Machine Learning☆812Jan 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
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- 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…☆613Jul 15, 2021Updated 5 years ago
- ☆24Apr 1, 2022Updated 4 years ago
- Deep Q-Learning for Market Making☆131Jun 12, 2018Updated 8 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆640Mar 19, 2026Updated 6 months ago
- ☆49Feb 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…☆25Mar 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
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Implementation of HFT backtesting simulator and Stoikov strategy☆154May 6, 2023Updated 3 years ago
- 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☆88Aug 21, 2018Updated 8 years ago
- ☆219Sep 27, 2017Updated 9 years ago
- High Frequency Market Making☆646Sep 24, 2023Updated 3 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,105Aug 13, 2023Updated 3 years ago
- ☆12Mar 15, 2023Updated 3 years ago