jacktan1 / Options-ProjectLinks
Research on options using machine learning algorithms trained on historical data.
☆18Updated 4 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:
- Find trading pairs with Machine Learning☆41Updated 4 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
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- ☆24Updated 5 years ago
- Option Strategy for Futures☆16Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆27Updated last year
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- Collections of snippets for trading I find interesting☆28Updated 11 months 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
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆57Updated 5 years ago
- ☆36Updated 8 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- Extract and visualize implied volatility from option chain data☆47Updated 7 months ago
- Example of order book modeling.☆58Updated 6 years ago
- ☆34Updated 2 years ago
- Time Series Prediction of Volume in LOB☆59Updated last year
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- A genetic algorithm incorporated with technical analysis indicator to optimize parameters of a strategy.☆29Updated 4 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- ☆66Updated 11 months ago
- ☆50Updated 2 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆14Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Repo for HFT project in CMF☆29Updated 3 years ago