Statistical arbitrage simulation, modeling and backtesting with Python.
☆57Jul 28, 2016Updated 10 years ago
Alternatives and similar repositories for PyArb
Users that are interested in PyArb are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- a new simulator for statistical arbitrage☆15Sep 12, 2015Updated 10 years ago
- A low frequency statistical arbitrage strategy☆21Feb 23, 2019Updated 7 years ago
- Distributed Agent Based On Celery Used To Collect End Of Day Stock Data☆27Sep 11, 2017Updated 8 years ago
- Machine learning model to predict NSE stocks for a year☆19Jan 14, 2019Updated 7 years ago
- Code for researching and backtesting pairs trading☆24Mar 14, 2010Updated 16 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117May 28, 2017Updated 9 years ago
- ☆48Feb 19, 2017Updated 9 years ago
- ☆14Nov 9, 2013Updated 12 years ago
- Robust Statistical Arbitrage Strategies☆16Sep 29, 2021Updated 4 years ago
- Quantitative trading kit, for hackers☆124Jan 19, 2021Updated 5 years ago
- Simple Trading Strategy Backtesting Engine☆12Aug 20, 2015Updated 10 years ago
- A library to handle time series in NumPy/SciPy☆16Aug 7, 2010Updated 16 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
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Basic set of utilities for streaming real time trade and limit order book event data☆14May 20, 2022Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆74Feb 19, 2020Updated 6 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆91Oct 24, 2013Updated 12 years ago
- Clean financial with adjusted closes and dividends in fast data formats (`cPickle` and `HDF5`)☆21Jun 15, 2014Updated 12 years ago
- A C++ implementation of the Johansen Cointegration test☆22Sep 6, 2022Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆61Sep 24, 2020Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆86Aug 21, 2018Updated 7 years ago
- Data mining project to predict stock prices on basis of sentiments.☆11Apr 2, 2016Updated 10 years ago
- A framework of statistical arbitrage mining in performance-driven display advertising.☆69Nov 20, 2015Updated 10 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Bank Nifty Straddle☆13Feb 2, 2022Updated 4 years ago
- python-okcoin-fix☆15Dec 27, 2015Updated 10 years ago
- sentiment analysis for twitter☆51Jan 26, 2012Updated 14 years ago
- Using Particle Markov Chain Monte Carlo☆35Mar 30, 2020Updated 6 years ago
- 🐍 Vyper language support in Atom☆11Mar 24, 2022Updated 4 years ago
- Root-finding algos, Black-Scholes and trees with Python☆45Jun 9, 2014Updated 12 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Oct 16, 2016Updated 9 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com☆52Dec 19, 2014Updated 11 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- 一个用来爬取拉勾网招聘数据的爬虫☆10Nov 4, 2015Updated 10 years ago
- Interact with your Authereum contract-based account directly.☆12Mar 3, 2023Updated 3 years ago
- Function ID for Malware Analysis☆13Jul 6, 2020Updated 6 years ago
- Simple frontend built in React.JS for displaying order book fetched from BitMEX.☆16Jun 17, 2018Updated 8 years ago
- One consensus test generator☆12Dec 8, 2018Updated 7 years ago
- 这是win下visual studio项目CTPtest-master(地址http://blog.csdn.net/u012234115/article/details/70195889) 的Linux实现;无GUI的量化交易平台;☆14May 1, 2017Updated 9 years ago
- Financial Engineering in R☆16Jun 22, 2026Updated last month