Deep learning applied to statistical arbitrage pairs trading strategies
☆10Oct 25, 2024Updated 2 years ago
Alternatives and similar repositories for DNN-StatArb
Users that are interested in DNN-StatArb are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆25Mar 7, 2024Updated 2 years ago
- ☆10May 2, 2024Updated 2 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Apr 5, 2021Updated 5 years ago
- High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust☆91Jan 5, 2026Updated 9 months ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆36Oct 13, 2022Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- An automated market maker running on top of CoW Protocol☆17Mar 16, 2026Updated 7 months ago
- Transformers for limit order books☆13Jul 25, 2021Updated 5 years ago
- NEW: Chronos provides an easy way to limit X operations per Y time in accuracy of nanoseconds☆14Feb 24, 2018Updated 8 years ago
- Arbitrage-free volatility surface construction with SVI & Heston calibration. Python toolkit for options pricing and risk management.☆12May 14, 2026Updated 5 months ago
- In the last month, Caio and I developed a Python script capable of deriving the Black & Scholes equation and finding all Greeks' equation…☆10Nov 5, 2021Updated 4 years ago
- On-going project: I will be implementing a combination of pairs trading strategies in attempt to see which type performs best after backt…☆13Jul 20, 2024Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆47Jan 9, 2025Updated last year
- ☆12Jul 30, 2021Updated 5 years ago
- ☆14Updated this week
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- 🚀 Real-Time High-Level Synthesis (HLS) Projects for UltraScale+ FPGAs. Accelerated design pipelines, dataflow architectures, and low-lat…☆16Aug 2, 2026Updated 3 months ago
- ETF交易☆12May 20, 2022Updated 4 years ago
- End-to-end portfolio optimization (MVO), Risk Parity, Black–Litterman, regime targeting☆10Sep 18, 2025Updated last year
- ☆11Dec 20, 2025Updated 10 months ago
- ☆14Apr 1, 2024Updated 2 years ago
- A high-performance, lock-free price level implementation for limit order books in Rust. This library provides the building blocks for cre…☆53Oct 11, 2026Updated 3 weeks ago
- FastAPI implementation of 68 non-options trading strategies from "151 Trading Strategies" by Kakushadze & Serur. Comprehensive API coveri…☆28Oct 24, 2026Updated last week
- Estrategia básica para trading con backtrader y optuna.☆10Jul 7, 2022Updated 4 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆40Dec 14, 2025Updated 10 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A high-performance, thread-safe quantitative trading system implementing: CLOB (Central Limit Order Book) L2 order books with fast top-o…☆18Sep 18, 2026Updated last month
- 🪷 LotusX - Multi-Exchange Crypto Connectors Gateway: A secure, high-performance Rust library for cryptocurrency exchange APIs with unifi…☆14Jun 15, 2026Updated 4 months ago
- Trading Strategies based on the gap between Implied and Realized Volatility: A machine learning approach☆15Nov 10, 2019Updated 6 years ago
- Real-time forex trading system with modular architecture, multi-timeframe signal generation, GMM-based regime detection, Kelly-based risk…☆21Aug 25, 2025Updated last year
- Experimenting with Algo Trading using Backtrader Python Module. Specifically, statistical arbitrage using cointegration.☆16Aug 17, 2022Updated 4 years ago
- Realized Volatility for stocks in Python☆14Apr 20, 2021Updated 5 years ago
- StockTreading☆14Dec 27, 2025Updated 10 months ago
- A Rust library providing various financial algorithms, including but not limited to KDJ and MACD indicators, for technical analysis.☆13May 15, 2025Updated last year
- 因子构建、单因子测试☆74Apr 4, 2021Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Python code for a basic high frequency market making strategy on Aster using Websockets and Rest API calls☆15Sep 27, 2026Updated last month
- verify OrderBook Tick Data Trading Strategy on futures.☆17Mar 21, 2019Updated 7 years ago
- Reinforcement Learning in Market Making is a project that explores the application of RL techniques to develop market-making strategies, …☆45Jun 14, 2023Updated 3 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆17Sep 21, 2020Updated 6 years ago
- Production-grade statistical arbitrage trading system with 20+ alpha strategies, portfolio optimization, and multiple backtesting engines…☆23Feb 10, 2026Updated 8 months ago
- Trading bot that relies on dbt and DuckDB for data transformations☆11Jan 15, 2025Updated last year
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆18Jun 26, 2021Updated 5 years ago