Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
☆143May 2, 2024Updated last year
Alternatives and similar repositories for arbitrage_research
Users that are interested in arbitrage_research are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆638May 19, 2024Updated last year
- ☆12Mar 10, 2024Updated 2 years ago
- Market data collector for crypto exchanges (Coinbase, Bitfinex, Bitmex, Kraken) written in C++☆14Feb 3, 2026Updated 2 months ago
- A Practical Guide to a Simple Data Stack.☆41Sep 18, 2024Updated last year
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆22May 8, 2024Updated last year
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Sep 4, 2023Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆99Mar 10, 2023Updated 3 years ago
- ☆156Jan 9, 2024Updated 2 years ago
- Research Repo (Archive)☆77Oct 6, 2020Updated 5 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆14Nov 21, 2023Updated 2 years ago
- A collection of homeworks of market microstructure models.☆284May 4, 2018Updated 7 years ago
- experiments with pair trading☆339Dec 10, 2024Updated last year
- A multi-factor equity risk model for quantitative trading.☆921Aug 16, 2024Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- High-frequency statistical arbitrage☆258Jul 30, 2023Updated 2 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆187Nov 12, 2024Updated last year
- Implementing a comprehensive Quantitative Momentum Strategy to optimize portfolio allocation. The strategy integrates two key financial i…☆14Jul 29, 2023Updated 2 years ago
- Pairs Trading using Co-integrated Cryptocurrency Pairs☆25May 22, 2020Updated 5 years ago
- simple crypto market maker☆602Mar 24, 2026Updated 3 weeks ago
- ☆60Feb 17, 2023Updated 3 years ago
- Python implementation of the midasml approach☆30May 15, 2025Updated 11 months ago
- toolbox of fast mm-related funcs☆243Feb 20, 2026Updated last month
- ☆27Updated this week
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Track which HTTP protocols are being used by exchanges' servers☆16Apr 19, 2024Updated 2 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆570Sep 20, 2022Updated 3 years ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆335Apr 9, 2026Updated last week
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆546Updated this week
- Binance cash-and-carry arbitrage bot☆75Dec 31, 2022Updated 3 years ago
- A Rust library for the Hyperliquid API☆25Sep 19, 2024Updated last year
- Adjusting an implementaion of AlphaZero to trading.☆28Dec 8, 2018Updated 7 years ago
- Contains all the Jupyter Notebooks used in our research☆15Mar 18, 2020Updated 6 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆218Apr 7, 2026Updated last week
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- Enhanced Portfolio Optimization (EPO)☆18Mar 5, 2024Updated 2 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,063Aug 13, 2023Updated 2 years ago
- ☆32Updated this week
- Avellaneda-Stoikov HFT market making algorithm implementation☆678Jul 6, 2023Updated 2 years ago
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆18Sep 13, 2024Updated last year
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆34Nov 10, 2021Updated 4 years ago