juliansester / Deep-Arbitrage
Neural networks can detect model-free arbitrage static strategies
☆15Updated last year
Alternatives and similar repositories for Deep-Arbitrage:
Users that are interested in Deep-Arbitrage are comparing it to the libraries listed below
- Market making strategies and scientific papers☆13Updated last year
- Crypto-Options Volatility Surface Calibration and Arbitrage☆10Updated 2 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆18Updated last year
- ☆24Updated 2 weeks ago
- Modelling the implicit volatility, using multi-factor statistical models.☆12Updated 7 months ago
- ☆13Updated 2 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆12Updated last year
- Quant finance scripts☆15Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆21Updated 3 years ago
- High frequency trading algorithm for Bitmex☆21Updated 4 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆32Updated last month
- Deep Q-Learning Auto Market Maker☆12Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- ☆17Updated 4 years ago
- Robust deep hedging and Non-linear generalized affine processes☆13Updated 3 years ago
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆21Updated 5 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆21Updated last year
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆26Updated 4 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆25Updated last year
- SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)☆11Updated last year
- ☆26Updated 5 months ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- ☆21Updated 5 years ago
- ☆32Updated 8 months ago
- Code to support my Master's thesis☆18Updated last year
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆58Updated 11 months ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆32Updated 2 years ago