hudson-and-thames / arbitragelabLinks
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
☆594Updated last year
Alternatives and similar repositories for arbitragelab
Users that are interested in arbitragelab are comparing it to the libraries listed below
Sorting:
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆629Updated this week
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆719Updated last week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆987Updated 2 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆431Updated last week
- GPU-accelerated Factors analysis library and Backtester☆737Updated 4 months ago
- A multi-factor equity risk model for quantitative trading.☆794Updated last year
- Recreate EP Chan algo trading book strategies☆411Updated 7 years ago
- Backtest and live trading in Python☆620Updated last year
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆497Updated 2 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆488Updated last year
- Goldman Sachs - Quantitative Strategies Research Notes☆366Updated 5 years ago
- Framework for developing, backtesting, and deploying automated trading algorithms and trading bots.☆525Updated this week
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆482Updated last year
- High Frequency Market Making☆575Updated last year
- A Python library for evaluating option trading strategies.☆417Updated 4 months ago
- experiments with pair trading☆315Updated 9 months ago
- Top training materials in quantitative finance☆428Updated last week
- HFT signals on GDAX☆109Updated 7 years ago
- Quantitative Finance tools☆556Updated 2 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆785Updated 3 months ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆817Updated 2 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆577Updated 7 months ago
- Quantitative Finance book☆718Updated 4 months ago
- A Python library for mathematical finance☆488Updated last year
- Open sourced research notebooks by the QuantConnect team.☆641Updated last year
- A dockerized Jupyter quant research environment.☆209Updated this week
- Resources for Quantitative Finance☆769Updated last year
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆434Updated 5 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆188Updated last year
- SABR model Python implementation☆528Updated 3 years ago