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.
☆619Updated 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.☆662Updated 2 weeks ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆473Updated this week
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆841Updated last month
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,028Updated 2 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆533Updated last year
- A multi-factor equity risk model for quantitative trading.☆853Updated last year
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆544Updated 3 years ago
- Goldman Sachs - Quantitative Strategies Research Notes☆385Updated 5 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆519Updated last year
- Recreate EP Chan algo trading book strategies☆416Updated 7 years ago
- GPU-accelerated Factors analysis library and Backtester☆758Updated 8 months ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆801Updated 7 months ago
- A Python library for evaluating option trading strategies.☆459Updated last week
- experiments with pair trading☆329Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆598Updated last month
- Top training materials in quantitative finance☆570Updated 4 months ago
- Backtest and live trading in Python☆655Updated last year
- A Python library for mathematical finance☆536Updated 2 years ago
- HFT signals on GDAX☆113Updated 8 years ago
- Framework for developing, backtesting, and deploying automated trading algorithms and trading bots.☆627Updated this week
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆887Updated 2 years ago
- Quantitative Finance tools☆591Updated 2 years ago
- Open sourced research notebooks by the QuantConnect team.☆695Updated last year
- Quantitative Finance book☆797Updated 8 months ago
- SABR model Python implementation☆567Updated 3 years ago
- High Frequency Market Making☆606Updated 2 years ago
- Portfolio and risk analytics in Python☆566Updated 3 weeks ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆449Updated 5 years ago
- Implementation of the vanilla Deep Hedging engine☆310Updated 2 years ago
- ☆149Updated last year