kurupjayesh / Statistical-Arbitrage-using-Pairs-Trading
☆47Updated 7 years ago
Related projects ⓘ
Alternatives and complementary repositories for Statistical-Arbitrage-using-Pairs-Trading
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆49Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆60Updated 4 years ago
- Example of order book modeling.☆57Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆99Updated 5 years ago
- Volume-Synchronized Probability of Informed Trading☆106Updated 11 years ago
- A low frequency statistical arbitrage strategy☆18Updated 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…☆18Updated 6 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆21Updated 4 years ago
- Pairs trading strategy example based on Catalyst☆48Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆68Updated 6 years ago
- Visualization Tool for Deribit Options☆77Updated 4 years ago
- Quantopian Pairs Trading algorithm implementation.☆59Updated 7 years ago
- A financial trading method using machine learning.☆58Updated last year
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆66Updated 2 years ago
- ☆43Updated 7 years ago
- Repository for market making ideas☆37Updated 6 months ago
- algo trading backtesting on BitMEX☆75Updated 11 months ago
- Limit Order Book Implemented in Python☆91Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago
- High-frequency trading in a limit order book☆55Updated 5 years ago
- Different quantitative trading models research☆52Updated 2 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆65Updated 8 years ago
- stores market data from cryptofeed to kdb+☆23Updated 3 years ago
- Extract and visualize implied volatility from option chain data☆31Updated 4 months ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆89Updated 7 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆43Updated 6 months ago
- quantitative - Quantitative finance back testing library☆63Updated 5 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆28Updated 3 years ago
- Market making strategy example☆26Updated 3 years ago