jacktan1 / Options-ProjectLinks
Research on options using machine learning algorithms trained on historical data.
☆17Updated last week
Alternatives and similar repositories for Options-Project
Users that are interested in Options-Project are comparing it to the libraries listed below
Sorting:
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Example of order book modeling.☆58Updated 6 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- Extract and visualize implied volatility from option chain data☆40Updated 2 months ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆67Updated last year
- ☆26Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆42Updated 2 years ago
- Option Strategy for Futures☆14Updated 5 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆18Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆35Updated 7 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- ☆24Updated 5 years ago
- Collections of snippets for trading I find interesting☆27Updated 7 months ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago
- High-frequency trading in a limit order book☆60Updated 6 years ago
- Different quantitative trading models research☆53Updated 8 months ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 3 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆87Updated 2 years ago
- Deep learning modelling of orderbooks☆97Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Collection of indicators that I used in my strategies.☆58Updated 4 months ago