a new simulator for statistical arbitrage
☆15Sep 12, 2015Updated 10 years ago
Alternatives and similar repositories for orca
Users that are interested in orca are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Machine learning model to predict NSE stocks for a year☆20Jan 14, 2019Updated 7 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Jul 28, 2016Updated 9 years ago
- A low frequency statistical arbitrage strategy☆20Feb 23, 2019Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Aug 21, 2018Updated 7 years ago
- Cross platform implementation of FXCM Java Trading API in .NET for connecting with FXCM. Uses IKVM to port the Java library to a .NET DLL…☆16Jun 18, 2019Updated 6 years ago
- Data mining project to predict stock prices on basis of sentiments.☆11Apr 2, 2016Updated 9 years ago
- Bank Nifty Straddle☆13Feb 2, 2022Updated 4 years ago
- Tool to fetch data from Indian Stock Markets i.e. Nifty and BSE.☆10Jul 7, 2021Updated 4 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Oct 16, 2016Updated 9 years ago
- 封装了多个第三方库，综合它们的结果获取股票实时行情数据☆10Apr 1, 2017Updated 8 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆89Oct 24, 2013Updated 12 years ago
- A library for portfolio optimization algorithms with python interface.☆31Jan 9, 2021Updated 5 years ago
- Probability of Backtest Overfitting☆49May 26, 2022Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆72Feb 19, 2020Updated 6 years ago
- Implementation of the psquare algorithm for quantile value estimation☆10Apr 21, 2024Updated last year
- Robust Statistical Arbitrage Strategies☆16Sep 29, 2021Updated 4 years ago
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆23Nov 1, 2023Updated 2 years ago
- Deep Learning Cookbox☆10Oct 6, 2018Updated 7 years ago
- PyFiddle is a free lightweight Python IDE to run and share Python scripts with some nifty features.☆26Jun 10, 2021Updated 4 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116May 28, 2017Updated 8 years ago
- Basic event driven platform for backtesting financial strategies in C++☆14Jul 27, 2015Updated 10 years ago
- Mostly R code files for my posts on www.returnandrisk.com.☆22Apr 16, 2019Updated 6 years ago
- A C++ implementation of the Johansen Cointegration test☆21Sep 6, 2022Updated 3 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Feb 2, 2019Updated 7 years ago
- SMARTboost (boosting of smooth symmetric regression trees)☆17Feb 12, 2025Updated last year
- ☆49Feb 19, 2017Updated 9 years ago
- Code for "Coherent Probabilistic Aggregate Queries on Long-horizon Forecasts", IJCAI 2022☆18May 27, 2022Updated 3 years ago
- Interact with SQL databases in Go☆14Mar 3, 2026Updated 3 weeks ago
- This project uses Python to create an optimally weighted stock portfolio by combining 7 common technical indicators, generating trading s…☆15Mar 24, 2023Updated 3 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆55May 6, 2015Updated 10 years ago
- ☆18Sep 18, 2020Updated 5 years ago
- ☆22Aug 10, 2022Updated 3 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- OKX crypto☆28May 22, 2024Updated last year
- Part of the 7th solution of the Kaggle Tweet Sentiment Extraction competition☆23Jun 30, 2020Updated 5 years ago
- N-BEATS: Neural basis expansion analysis for interpretable time series forecasting.☆23Jun 28, 2019Updated 6 years ago
- Predicting NIFTY_50 index price movement with LSTM Keras☆24Jul 1, 2020Updated 5 years ago
- 用于获取维护股票的历史数据☆168Apr 17, 2017Updated 8 years ago