Alternatives and similar repositories for arbitrage_research:

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

• alexbotsula / Price_direction_forecast
  ☆43Updated 5 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆71Updated 4 years ago
• theopenstreet / VPIN_HFT
  ☆112Updated 7 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆179Updated last year
• daehkim / pair-trading
  CS7641 Team project
  ☆94Updated 4 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆229Updated 6 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆157Updated 2 weeks ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆117Updated last year
• tradologics / AlgoTradingSummit
  Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
  ☆124Updated 3 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆138Updated 2 years ago
• sap215 / StatArbPairsTrading
  This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…
  ☆63Updated last year
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆228Updated 3 weeks ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated 11 months ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆61Updated 3 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆79Updated 2 years ago
• financialnoob / pairs_trading
  experiments with pair trading
  ☆287Updated 4 months ago
• Peropero0 / quantitative_finance_playground
  ☆44Updated 3 months ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆37Updated 2 years ago
• firmai / research
  Notebooks based on financial machine learning.
  ☆50Updated 4 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆129Updated 6 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆111Updated 11 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆101Updated 6 years 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.
  ☆150Updated 10 months ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆114Updated last year
• beatzxbt / mm-toolbox
  toolbox of fast mm-related funcs
  ☆177Updated 2 weeks ago
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆40Updated 6 months ago
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆181Updated last year
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆50Updated 3 years ago