Neural networks can detect model-free arbitrage static strategies
☆17Jul 6, 2023Updated 3 years ago
Alternatives and similar repositories for Deep-Arbitrage
Users that are interested in Deep-Arbitrage are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆76Mar 4, 2024Updated 2 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆20Sep 29, 2023Updated 3 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 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.
- A multi-factor investment strategy based on high frequency data and machine learning.☆11Feb 25, 2023Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- ☆13Jul 7, 2022Updated 4 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- A proof-of-concept algorithmic trading framework optimised in high-frequency and arbitrage trading☆12May 25, 2025Updated last year
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆12Jan 22, 2023Updated 3 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- ☆12Mar 12, 2021Updated 5 years ago
- Robust Statistical Arbitrage Strategies☆16Sep 29, 2021Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Markov decision processes under model uncertainty☆18Jun 15, 2022Updated 4 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆29Mar 20, 2025Updated last year
- Market making strategies and scientific papers☆15Aug 20, 2023Updated 3 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆12Apr 12, 2023Updated 3 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Code for paper Stock trading rule discovery with double deep Q-network☆14May 27, 2023Updated 3 years ago
- NYU FRE-GY 6971 Fixed Income Quant Trading☆11Jan 7, 2019Updated 7 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆11Jan 12, 2021Updated 5 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- 回測台指期日內當沖交易,若在開盤後在不同點位進場,持有至收盤出場,統計此交易策略的報酬。☆11Feb 8, 2025Updated last year
- ☆12Sep 29, 2024Updated 2 years ago
- 源码解析小班课☆16Aug 28, 2022Updated 4 years ago
- use interpretable machine learning to explain chemical reactions☆13Oct 9, 2021Updated 5 years ago
- My first high-frequency trading strategy using machine learning☆20Sep 16, 2022Updated 4 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Oct 27, 2019Updated 7 years ago
- The visualize_crypto_options repository provides a Python script for visualizing cryptocurrency (BTC, ETH, SOL, USDC) options traded on t…☆17Mar 1, 2023Updated 3 years ago
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆16Feb 28, 2023Updated 3 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆19Nov 6, 2024Updated last year
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆60Apr 6, 2023Updated 3 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)☆20Oct 23, 2023Updated 3 years ago
- Order Imbalance Trading Simulation R Code☆17Sep 9, 2019Updated 7 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆20Jan 13, 2023Updated 3 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆87Nov 23, 2023Updated 2 years ago
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago