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.
☆595Updated last year
Alternatives and similar repositories for arbitragelab
Users that are interested in arbitragelab are comparing it to the libraries listed below
Sorting:
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆434Updated 2 weeks ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆629Updated last week
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆725Updated last week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆988Updated 2 years ago
- Recreate EP Chan algo trading book strategies☆412Updated 7 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆499Updated 2 years ago
- A multi-factor equity risk model for quantitative trading.☆794Updated last year
- GPU-accelerated Factors analysis library and Backtester☆739Updated 5 months ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆490Updated last year
- Backtest and live trading in Python☆624Updated last year
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆483Updated last year
- 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
- Quantitative Finance book☆721Updated 5 months ago
- HFT signals on GDAX☆109Updated 7 years ago
- Quantitative Finance tools☆556Updated 2 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆582Updated 7 months ago
- Top training materials in quantitative finance☆428Updated 2 weeks ago
- A library for financial options pricing written in Python.☆1,033Updated 2 years ago
- A Python library for evaluating option trading strategies.☆418Updated 4 months ago
- High Frequency Market Making☆580Updated last year
- A Python library for mathematical finance☆489Updated last year
- Framework for developing, backtesting, and deploying automated trading algorithms and trading bots.☆525Updated last week
- SABR model Python implementation☆528Updated 3 years ago
- experiments with pair trading☆318Updated 9 months ago
- ☆143Updated last year
- A framework for quantitative finance In python.☆872Updated 2 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆188Updated last year
- Goldman Sachs - Quantitative Strategies Research Notes☆368Updated 5 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆785Updated 4 months ago
- Open sourced research notebooks by the QuantConnect team.☆641Updated last year