jeffrey-liang / quantitativeLinks
quantitative - Quantitative finance back testing library
☆63Updated 6 years ago
Alternatives and similar repositories for quantitative
Users that are interested in quantitative are comparing it to the libraries listed below
Sorting:
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆64Updated 2 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆130Updated 2 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Different quantitative trading models research☆52Updated 5 months ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- ☆24Updated 6 years ago
- AI based alpha research for trading☆49Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆63Updated 4 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 2 weeks ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- btconfig provides a simple way to initialize a strategy using config files with additional features.☆40Updated 10 months ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆42Updated 2 months ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆123Updated 3 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆59Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆73Updated 7 years ago
- ☆61Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆121Updated 3 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆25Updated 4 years ago