jsisaacs / QuantStrategiesLinks
💸 A long-short equity quantitative trading strategy (sentiment-based)
☆37Updated 8 years ago
Alternatives and similar repositories for QuantStrategies
Users that are interested in QuantStrategies are comparing it to the libraries listed below
Sorting:
- ☆25Updated 7 years ago
- Quantopian Pairs Trading algorithm implementation.☆65Updated 8 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 7 months ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- Example of adaptive trend following strategy based on Renko☆123Updated 6 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 7 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- ☆128Updated 3 months ago
- Code and data for my blogs☆91Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Options Trader written in Python based off the ib_insync library.☆63Updated 2 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆135Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆70Updated 5 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆63Updated 6 years ago
- Python Code for Option Analysis☆46Updated 7 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆161Updated 4 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆58Updated 3 years ago
- Event-driven backtest/realtime quantitative trading system.☆76Updated 4 years ago