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.
☆696May 19, 2024Updated 2 years ago
Alternatives and similar repositories for arbitragelab
Users that are interested in arbitragelab are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆158May 2, 2024Updated 2 years ago
- A multi-factor equity risk model for quantitative trading.☆972Aug 16, 2024Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,923Oct 2, 2023Updated 2 years ago
- Python library for portfolio optimization built on top of scikit-learn☆2,414Updated this week
- simple crypto market maker☆611Aug 15, 2026Updated last month
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Performance analytics, portfolio backtesting, risk analysis, and factsheet reporting in Python☆634Updated this week
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆186Dec 2, 2021Updated 4 years ago
- Macrosynergy Quant Research☆194Updated this week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,103Aug 13, 2023Updated 3 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,955Oct 21, 2024Updated last year
- Machine Learning in Finance: From Theory to Practice Book☆2,664Jun 13, 2020Updated 6 years ago
- Portfolio Optimization in Python☆4,500Aug 18, 2026Updated last month
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆4,720Dec 23, 2025Updated 8 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆3,152Updated this week
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆160Jan 9, 2024Updated 2 years ago
- Portfolio analytics for quants, written in Python☆7,644Jul 20, 2026Updated last month
- experiments with pair trading☆347Dec 10, 2024Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆103Mar 10, 2023Updated 3 years ago
- toolbox of fast mm-related funcs☆261Jul 11, 2026Updated 2 months ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆1,023Jun 5, 2023Updated 3 years ago
- Quantitative analysis, strategies and backtests☆3,030Aug 26, 2023Updated 3 years ago
- High-performance TensorFlow library for quantitative finance.☆5,502Aug 6, 2026Updated last month
- A collection of homeworks of market microstructure models.☆299May 4, 2018Updated 8 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Python toolkit for quantitative finance☆12,979Updated this week
- Source code for Algorithmic Trading with Python (2020) by Chris Conlan☆3,485Jun 1, 2021Updated 5 years ago
- SABR model Python implementation☆625Apr 21, 2022Updated 4 years ago
- A curated list of practical financial machine learning tools and applications.☆8,784Jan 3, 2025Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆758Updated this week
- A Practical Guide to a Simple Data Stack.☆41Sep 18, 2024Updated 2 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆189Nov 12, 2024Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆203Feb 16, 2024Updated 2 years ago
- GPU-accelerated Factors analysis library and Backtester☆824Apr 15, 2025Updated last year
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Python library for asset pricing☆131Mar 13, 2024Updated 2 years ago
- Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python☆237Updated this week
- Production multi-asset portfolio construction and rolling backtesting in Python☆94Updated this week
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆4,030May 21, 2025Updated last year
- ☆36Jul 14, 2026Updated 2 months ago
- Portfolio optimization and back-testing.☆1,287Apr 27, 2026Updated 4 months ago
- ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.☆2,514Updated this week