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 11 years ago
- Quantitative trading kit, for hackers☆123Jan 19, 2021Updated 5 years ago
- ☆14Nov 9, 2013Updated 12 years ago
- Interactive Brokers API Client☆24Mar 5, 2014Updated 12 years ago
- Code for researching and backtesting pairs trading☆25Mar 14, 2010Updated 16 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Time Series Charting☆37Dec 27, 2016Updated 9 years ago
- Quantitative algorithms, data sources and contexts for Intuition☆20Mar 5, 2018Updated 8 years ago
- Python library for Tradewave's Platform API.☆19Aug 8, 2014Updated 12 years ago
- Distributed Agent Based On Celery Used To Collect End Of Day Stock Data☆27Sep 11, 2017Updated 9 years ago
- Python Econometrics toolbox, requires NumPy☆28Oct 19, 2012Updated 14 years ago
- Machine learning model to predict NSE stocks for a year☆19Jan 14, 2019Updated 7 years ago
- backtesting trading strategy in python☆29May 29, 2012Updated 14 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117May 28, 2017Updated 9 years ago
- A simple filesystem cache for python.☆15Oct 11, 2016Updated 10 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- ☆49Feb 19, 2017Updated 9 years ago
- A Python interface to Yahoo! Finance☆13Dec 2, 2009Updated 16 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆75Feb 19, 2020Updated 6 years ago
- Clean financial with adjusted closes and dividends in fast data formats (`cPickle` and `HDF5`)☆21Jun 15, 2014Updated 12 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
- Basic set of utilities for streaming real time trade and limit order book event data☆13May 20, 2022Updated 4 years ago
- A library to handle time series in NumPy/SciPy☆16Aug 7, 2010Updated 16 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆91Oct 24, 2013Updated 13 years ago
- Keep calm and optimize☆28Jul 6, 2023Updated 3 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.
- ☆13Mar 3, 2010Updated 16 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Oct 16, 2016Updated 10 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- Python API for Quik trading client☆27May 1, 2011Updated 15 years ago
- Fork of the Google Code Ultra-Finance Project http://code.google.com/p/ultra-finance/☆31Mar 3, 2014Updated 12 years ago
- my trading system depending on deep learning☆29Jun 20, 2017Updated 9 years ago
- A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com☆52Dec 19, 2014Updated 11 years ago
- A python module for algorithmic trading and strategy validation☆298May 18, 2017Updated 9 years ago
- Python trading client and auto-trading bot for the MtGox Bitcoin currency exchange - DEPRECATED see☆11Jan 18, 2014Updated 12 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Feb 2, 2019Updated 7 years ago
- Easy command line access to frequently run python functions without having to maintain scripts or launch an interactive python session.☆13Feb 12, 2019Updated 7 years ago
- display Mt.Gox live market data (in the console) and experiment with trading bots☆180Sep 30, 2016Updated 10 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Feb 27, 2019Updated 7 years ago
- Tool to fetch data from Indian Stock Markets i.e. Nifty and BSE.☆11Jul 7, 2021Updated 5 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆61Sep 24, 2020Updated 6 years ago
- A C++ implementation of the Johansen Cointegration test☆22Sep 6, 2022Updated 4 years ago