☆48Feb 19, 2017Updated 9 years ago
Alternatives and similar repositories for Statistical-Arbitrage-using-Pairs-Trading
Users that are interested in Statistical-Arbitrage-using-Pairs-Trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A low frequency statistical arbitrage strategy☆19Feb 23, 2019Updated 7 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆22Nov 21, 2021Updated 4 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Apr 13, 2020Updated 6 years ago
- ☆25Jul 6, 2019Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Feb 27, 2019Updated 7 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Machine learning model to predict NSE stocks for a year☆20Jan 14, 2019Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆61Sep 24, 2020Updated 5 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…☆18Oct 26, 2018Updated 7 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116May 28, 2017Updated 9 years ago
- ☆13May 21, 2019Updated 7 years ago
- ☆24Aug 11, 2018Updated 7 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆72Mar 4, 2024Updated 2 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Jul 28, 2016Updated 9 years ago
- CS7641 Team project☆99Jul 16, 2020Updated 5 years 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.
- ☆44Dec 22, 2016Updated 9 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125May 13, 2022Updated 4 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…☆26Sep 9, 2020Updated 5 years ago
- Exploring actor critic deep reinforcement learning methods for maximizing profits by learning stock trading strategies☆11Mar 24, 2023Updated 3 years ago
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- ☆216Sep 27, 2017Updated 8 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆272Dec 8, 2022Updated 3 years ago
- Checks if it is possible to arbitrage for a specific coin/token. An example is BTC -> LTC - > ETH -> BTC. This skips the need to move coi…☆27Sep 30, 2017Updated 8 years ago
- Pairs Trading using Co-integrated Cryptocurrency Pairs☆25May 22, 2020Updated 6 years 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.
- How to apply Deep Learning to create a mean reverting portfolio☆14Nov 9, 2020Updated 5 years ago
- arbitrage between crypto pairs in Bitfinex☆30Jan 31, 2018Updated 8 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Feb 2, 2019Updated 7 years ago
- ☆10Mar 23, 2018Updated 8 years ago
- This project aims to select a supervised algorithm that can predict stock prices basing on historical data and use the predictor generate…☆19Dec 15, 2018Updated 7 years ago
- R package for fitting the partially cointegrated model☆15Feb 26, 2023Updated 3 years ago
- a new simulator for statistical arbitrage☆15Sep 12, 2015Updated 10 years ago
- Various python scripts to introduce mean reversion concepts.☆23Jul 25, 2018Updated 7 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 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Oct 16, 2016Updated 9 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Dec 16, 2021Updated 4 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Nov 2, 2016Updated 9 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
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Apr 23, 2024Updated 2 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 4 years ago
- Market Making in Python☆21Apr 22, 2024Updated 2 years ago