kanupriyaanand / Pairs_Trading_QuantLinks
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
Sorting:
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆17Updated 4 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆31Updated 3 months ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- 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
- An automatic high frequency trading bot for cryptocurrencies☆23Updated 4 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- ☆23Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆49Updated 8 years ago
- experiments with crypto trading☆16Updated 10 months ago
- Example of order book modeling.☆56Updated 5 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- Repository for market making ideas☆40Updated last year
- Collection of Models related to market making☆17Updated 4 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Updated 6 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
- Delta hedging under SABR model☆32Updated last year
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated 7 months ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆33Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Phd repo☆16Updated 2 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- ☆17Updated 5 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
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago