kartikay94 / Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationshipView on GitHub
☆20May 17, 2020Updated 6 years ago
Alternatives and similar repositories for Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship
Users that are interested in Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆41Dec 6, 2023Updated 2 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆142Apr 1, 2025Updated last year
- Accepted at WWW 25 Industrial Track (oral)☆18Jun 6, 2025Updated last year
- Web app for arbitrage rate between the following exchanges: Bittrex, Binance, Poloniex, Cryptopia, Liqui, HitBTC, Bitfinex, Exmo, Qryptos…☆11Jan 6, 2023Updated 3 years ago
- A Python package for PME (Public Market Equivalent) calculation☆14Jan 16, 2026Updated 7 months ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆15Jun 1, 2018Updated 8 years ago
- Python code for Bayesian Conditional Cointegration☆18May 28, 2017Updated 9 years ago
- Code for Probabilistic Sequential Matrix Factorization☆15Apr 27, 2021Updated 5 years ago
- ResNLS: an improved model for stock price forecasting.☆23Jul 18, 2026Updated last month
- Hierarchical Risk Parity☆29Feb 26, 2020Updated 6 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Jul 13, 2022Updated 4 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆62Mar 12, 2021Updated 5 years ago
- Full code for my Medium article on how I code a simple Python Stock Screen.☆12Apr 17, 2024Updated 2 years ago
- Advancing in Financial Machine Learning☆16Feb 27, 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.
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆24Mar 7, 2024Updated 2 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆38Oct 18, 2020Updated 5 years ago
- The source code for the paper☆28Jul 3, 2023Updated 3 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- Stock Market Prediction Using Unsupervised Features☆51Sep 15, 2018Updated 7 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Jul 19, 2018Updated 8 years ago
- An Interfernce RAG-based LLM Pipeline with Best Practice LLMOps☆13Aug 20, 2024Updated 2 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆29Jun 6, 2025Updated last year
- Python package for a class of tractable SPDE models for limit order book modeling☆37Jun 20, 2021Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆14Feb 25, 2020Updated 6 years ago
- ☆26Oct 20, 2021Updated 4 years ago
- ☆216Mar 29, 2023Updated 3 years ago
- Collections of snippets for trading I find interesting☆28Jan 23, 2025Updated last year
- Official Implementation of SimStock : Representation Model for Stock Similarities☆89Jun 17, 2024Updated 2 years ago
- Bitwyre's Software Development Kit - Algorithmic Trading☆13Oct 30, 2023Updated 2 years ago
- Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathe…☆21Apr 30, 2021Updated 5 years ago
- 2017 金融投資與程式交易 (中山財管)☆13Jan 18, 2018Updated 8 years ago
- A Quantitative Finance Engineering Project☆16Apr 29, 2026Updated 4 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- A novel stock market trend forecasting system using fuzzy logic☆13Oct 31, 2020Updated 5 years ago
- Orderbook Event Storage Using TectonicDB☆13Sep 6, 2018Updated 8 years ago
- A low-cost orderbook-based decentralized exchange for Ethereum☆12Jun 14, 2022Updated 4 years ago
- Economic indicators using Python and APIs☆16May 11, 2023Updated 3 years ago
- DRAI: Dollar-Pegged RAI☆14Apr 9, 2024Updated 2 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- AI-powered fundamental analysis platform. TimescaleDB, CrewAI agents, portfolio optimization, pair trading, and automated alpha extractio…☆19Updated this week