Alternatives and similar repositories for arbitrage_research

Users that are interested in arbitrage_research are comparing it to the libraries listed below

• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 5 years ago
• alexbotsula / Price_direction_forecast
  ☆44Updated 5 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆159Updated last month
• daehkim / pair-trading
  CS7641 Team project
  ☆95Updated 4 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• firmai / research
  Notebooks based on financial machine learning.
  ☆50Updated 4 years ago
• sap215 / StatArbPairsTrading
  This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…
  ☆66Updated last year
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆192Updated last year
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆240Updated 7 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆79Updated 6 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆119Updated last year
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆144Updated 2 years ago
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆184Updated last year
• financialnoob / pairs_trading
  experiments with pair trading
  ☆297Updated 5 months ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆81Updated 2 years ago
• thlemercier / Wifey-Miro
  ☆115Updated 2 years ago
• 0xFaust12 / alt_data_factor_research
  ☆48Updated 7 months ago
• FinancialComputingUCL / LOBFrame
  We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
  ☆162Updated last year
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆231Updated 2 months ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆56Updated last year
• theopenstreet / VPIN_HFT
  ☆113Updated 7 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆40Updated 2 years ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆64Updated 10 months ago
• Quantreo / Alpha-Quant-Course
  ☆75Updated last month
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆76Updated last month
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆64Updated 2 years ago
• marketneutral / pairs-trading-with-ML
  ☆212Updated 7 years ago
• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆193Updated last year
• quantbelt / jupyter-quant
  A dockerized Jupyter quant research environment.
  ☆194Updated last week