hudson-and-thames / arbitragelab
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.
☆506Updated 6 months ago
Related projects ⓘ
Alternatives and complementary repositories for arbitragelab
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆485Updated this week
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆560Updated this week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆884Updated last year
- GPU-accelerated Factors analysis library and Backtester☆646Updated 11 months ago
- Backtest and live trading in Python☆531Updated 5 months ago
- A multi-factor equity risk model for quantitative trading.☆604Updated 3 months ago
- experiments with pair trading☆255Updated 3 weeks ago
- Recreate EP Chan algo trading book strategies☆358Updated 6 years ago
- Top training materials in quantitative finance☆396Updated 2 months ago
- Quantitative Finance tools☆500Updated last year
- Performance analysis of predictive (alpha) stock factors☆321Updated last month
- A framework for quantitative finance In python.☆685Updated last year
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆367Updated 2 years ago
- A library for financial options pricing written in Python.☆660Updated 2 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆679Updated last year
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆319Updated 7 months ago
- SABR model Python implementation☆463Updated 2 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆650Updated 4 years ago
- Quantitative Finance book☆496Updated 6 months ago
- A dockerized Jupyter quant research environment.☆155Updated this week
- A Python library for mathematical finance☆396Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆489Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,584Updated last month
- Open sourced research notebooks by the QuantConnect team.☆521Updated 6 months ago
- Resources for Quantitative Finance☆678Updated 5 months ago
- A nimble options backtesting library for Python☆1,001Updated 4 months ago
- High Frequency Market Making☆407Updated last year
- Portfolio and risk analytics in Python☆389Updated last month
- Goldman Sachs - Quantitative Strategies Research Notes☆309Updated 4 years ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆409Updated 7 years ago