kmfranz / trading_pairs
☆43Updated 8 years ago
Alternatives and similar repositories for trading_pairs:
Users that are interested in trading_pairs are comparing it to the libraries listed below
- ☆46Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- Quantopian Pairs Trading algorithm implementation.☆57Updated 7 years ago
- ☆24Updated 6 years ago
- Example of order book modeling.☆56Updated 5 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆66Updated 8 years ago
- Simple algorithm inspired on Renko charts applied to cryptocurrency trading☆48Updated 6 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 4 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…☆18Updated 6 years ago
- ☆35Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆50Updated 4 years ago
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- Limit Order Book Implemented in Python☆92Updated 7 years ago
- Marketmaker trading strategy☆26Updated 8 years ago
- High frequency AI based algorithmic trading module.☆70Updated 8 years ago
- Market Making / Stat Arb strategy☆59Updated 7 years ago
- Notebooks and stuff from quantfiction.com☆36Updated 4 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated last year
- finance☆43Updated 7 years ago
- ☆25Updated 7 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 6 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆35Updated 8 years ago
- Deep learning for price movement prediction using high frequency limit order data☆38Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆17Updated 9 years ago
- Options Trader written in Python based off the ib_insync library.☆39Updated last year