A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is categorized as a statistical arbitrage and convergence trading strategy.
☆23Nov 21, 2021Updated 4 years ago
Alternatives and similar repositories for Pairs_Trading_Quant
Users that are interested in Pairs_Trading_Quant are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆24Aug 11, 2018Updated 8 years ago
- A low frequency statistical arbitrage strategy☆21Feb 23, 2019Updated 7 years ago
- ☆49Feb 19, 2017Updated 9 years ago
- Find trading pairs with Machine Learning☆40May 26, 2021Updated 5 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Apr 13, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆61Sep 24, 2020Updated 6 years ago
- How to apply Deep Learning to create a mean reverting portfolio☆14Nov 9, 2020Updated 5 years ago
- This project aims to select a supervised algorithm that can predict stock prices basing on historical data and use the predictor generate…☆20Dec 15, 2018Updated 7 years ago
- Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn☆17Dec 8, 2020Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 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
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆11Jan 12, 2021Updated 5 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 3 years ago
- A Statistical Arbitrage Strategy to trade Cryptocurrency Pairs☆14Nov 6, 2020Updated 6 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.
- Backtester for market neutral equity trading strategies. The code generates long and short signals for each security and then constructs …☆10Oct 5, 2020Updated 6 years ago
- LSTM Neural Network for Time Series Prediction (master): LSTM built using Keras Python package to predict time series steps and sequences…☆11Jul 24, 2019Updated 7 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 5 years ago
- High-frequency trading in a limit order book☆60Apr 15, 2019Updated 7 years ago
- QuickFIX wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via FIX Protocol v4.4☆17Jun 22, 2022Updated 4 years ago
- Robust Statistical Arbitrage Strategies☆16Sep 29, 2021Updated 5 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- trade bitcoin using simple google trend strategy☆32Feb 6, 2018Updated 8 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆46Nov 14, 2021Updated 4 years ago
- C# Console Application: Asks for two files containing historical financial data in the same format as files from Yahoo Finance. Performs …☆22Dec 14, 2020Updated 5 years ago
- Notebook fitting a Bayesian Gaussian mixture model via stochastic variational inference w/ TensorFlow 2.0☆14Jun 13, 2019Updated 7 years ago
- Fitting an SVI model using Zeliade's method in Python with Pandas☆13May 13, 2015Updated 11 years ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated 2 years ago
- 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
- Running hummingbot on kubernetes☆13Mar 24, 2022Updated 4 years ago
- ERC20 contract written in solidity, yul and huff☆17Sep 6, 2022Updated 4 years ago
- 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.
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20May 3, 2021Updated 5 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆58Aug 14, 2020Updated 6 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…☆19Oct 26, 2018Updated 8 years ago
- [Testing on dummy ac] Using Oanda API for current forex data and order creation. Fetched data used for machine learning model training (S…☆28Nov 12, 2018Updated 7 years ago
- Backtesting an RSI Trading Algorithm with Quantopian Zipline and Pyfolio Python Libraries☆21Oct 2, 2020Updated 6 years ago
- ☆11Jan 20, 2023Updated 3 years ago
- A basic implementation of an arbitrager to arbitrage between Uniswap and Sushiswap.☆10Dec 17, 2021Updated 4 years ago