gsamarakoon / Quant-trading
quant trading algos and other things
☆16Updated 2 years ago
Alternatives and similar repositories for Quant-trading:
Users that are interested in Quant-trading are comparing it to the libraries listed below
- ☆24Updated 6 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆20Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- ☆22Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 4 years ago
- Algorithmic multi-greek hedges using Python☆19Updated 4 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆32Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- ☆22Updated 5 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆44Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- AI based alpha research for trading☆47Updated 2 years ago
- ☆35Updated 7 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
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆52Updated 2 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Developing a trend following model using futures☆31Updated last year
- Pairs trading backtesting enviroment built with Python.☆14Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆28Updated 3 years ago