Pairs trading strategy example based on Catalyst
☆49Dec 4, 2018Updated 7 years ago
Alternatives and similar repositories for pairs_trading_cryptocurrencies_strategy_catalyst
Users that are interested in pairs_trading_cryptocurrencies_strategy_catalyst are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Example of adaptive trend following strategy based on Renko☆126Jun 18, 2019Updated 7 years ago
- A low frequency statistical arbitrage strategy☆19Feb 23, 2019Updated 7 years ago
- Statistical Arbitrage & Algorithmic Trading: time series analysis and the presence of cointegration in cryptocurrency price series.☆11Jan 10, 2019Updated 7 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- Code for researching and backtesting pairs trading☆24Mar 14, 2010Updated 16 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.
- Example of order book modeling.☆58Jun 18, 2019Updated 7 years ago
- Deep Reinforcement Learning applied to trading☆15Jan 29, 2019Updated 7 years ago
- A collection of sample Python scripts that one can incorporate or build upon when developing customized systems for trading cryptocurrenc…☆19Jul 25, 2019Updated 6 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Oct 21, 2018Updated 7 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆177Sep 18, 2019Updated 6 years ago
- ☆25Jul 6, 2019Updated 6 years ago
- My first high-frequency trading strategy using machine learning☆19Sep 16, 2022Updated 3 years ago
- ☆44Dec 22, 2016Updated 9 years ago
- A concurrent and possibly highly parallel training environment for Reinforcement Learning Trading Bot☆22Dec 8, 2022Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆272Dec 8, 2022Updated 3 years ago
- Implementation of Reinforcement Learning in Pair Trading☆11Jul 4, 2025Updated 11 months ago
- Pairs Trading using Co-integrated Cryptocurrency Pairs☆25May 22, 2020Updated 6 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆41May 10, 2020Updated 6 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆29Oct 2, 2020Updated 5 years ago
- Contains all the Jupyter Notebooks used in our research☆15Mar 18, 2020Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Feb 27, 2019Updated 7 years ago
- Quantopian Pairs Trading algorithm implementation.☆66Aug 28, 2017Updated 8 years ago
- experiments with pair trading☆344Dec 10, 2024Updated last year
- 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.
- Fully automated trading system, strategy based on Kalman filter☆13May 7, 2018Updated 8 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125May 13, 2022Updated 4 years ago
- Implementation of DBSCAN to find securities with a historical correlation for a pairs trading strategy☆13Mar 15, 2020Updated 6 years ago
- ☆197May 13, 2020Updated 6 years ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Jul 28, 2021Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Nov 3, 2021Updated 4 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆34Dec 27, 2022Updated 3 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Simple algorithm inspired on Renko charts applied to cryptocurrency trading☆50Jun 20, 2018Updated 7 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Mar 10, 2018Updated 8 years ago
- Cointegration Bitcoin Backtester☆18Feb 19, 2019Updated 7 years ago
- ☆127Sep 17, 2025Updated 9 months ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆39Sep 19, 2023Updated 2 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆37Apr 16, 2016Updated 10 years ago
- Python code for Bayesian Conditional Cointegration☆18May 28, 2017Updated 9 years ago