jacktan1 / Options-ProjectLinks
Research on options using machine learning algorithms trained on historical data.
☆18Updated 5 months ago
Alternatives and similar repositories for Options-Project
Users that are interested in Options-Project are comparing it to the libraries listed below
Sorting:
- Research Repo (Archive)☆75Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- ☆24Updated 6 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Time Series Prediction of Volume in LOB☆60Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆22Updated last year
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Extract and visualize implied volatility from option chain data☆47Updated 8 months ago
- ☆36Updated 8 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆72Updated last year
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆58Updated 5 years ago
- ☆28Updated last year
- ☆52Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆71Updated 5 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- ☆42Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Updated 7 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆37Updated 5 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆37Updated last year
- Collections of snippets for trading I find interesting☆28Updated last year
- Different quantitative trading models research☆55Updated last year
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆19Updated 4 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆54Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago