jironghuang / trend_following
Developing a trend following model using futures
☆31Updated last year
Alternatives and similar repositories for trend_following:
Users that are interested in trend_following are comparing it to the libraries listed below
- A financial trading method using machine learning.☆59Updated last year
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Backtest result archive for Momentum Trading Strategies☆47Updated 5 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- Example of order book modeling.☆56Updated 5 years ago
- ☆19Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆24Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 8 months ago
- ☆24Updated 6 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆61Updated 4 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆50Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆47Updated 2 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 4 years ago
- ☆39Updated 3 years ago
- experiments with crypto trading☆15Updated 5 months ago
- Time Series Prediction of Volume in LOB☆55Updated 9 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆54Updated 10 months ago
- ☆46Updated 7 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆24Updated 8 months ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆44Updated 8 months ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 6 years ago
- detecting regime of financial market☆33Updated 2 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago