kanupriyaanand / Pairs_Trading_Quant
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.
☆23Updated 3 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
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 4 years ago
- ☆48Updated 8 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Developing a trend following model using futures☆31Updated last year
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆29Updated last month
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆50Updated 4 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- High Frequency Jump Prediction Project☆36Updated 4 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- ☆19Updated 4 years ago
- Repository for market making ideas☆40Updated 11 months ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Basic Limit Order Book functions☆21Updated 7 years ago
- PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to f…☆19Updated 2 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆16Updated 7 years ago
- High Frequency Trading Strategies☆42Updated 7 years ago
- ☆17Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆22Updated 3 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆25Updated 4 years ago