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:
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Jul 28, 2016Updated 9 years ago
- A low frequency statistical arbitrage strategy☆19Feb 23, 2019Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆81Aug 21, 2018Updated 7 years ago
- BankNIFTY-Golden-Ratio-Strategy☆13Feb 18, 2026Updated 2 months ago
- CVXPY Portfolio Optimization Sample☆45Feb 4, 2017Updated 9 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- 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 9 years ago
- Master's project - Artificial Immune System for symbolic regression.☆14May 2, 2013Updated 13 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☆50May 26, 2022Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆73Feb 19, 2020Updated 6 years ago
- Robust Statistical Arbitrage Strategies☆16Sep 29, 2021Updated 4 years ago
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆24Nov 1, 2023Updated 2 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- 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++☆13Jul 27, 2015Updated 10 years ago
- Mostly R code files for my posts on www.returnandrisk.com.☆22Apr 16, 2019Updated 7 years ago
- A C++ implementation of the Johansen Cointegration test☆22Sep 6, 2022Updated 3 years ago
- Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API☆20Nov 4, 2019Updated 6 years ago
- SMARTboost (boosting of smooth symmetric regression trees)☆17Feb 12, 2025Updated last year
- Download cryptocurrency historical data from Binance☆31Feb 27, 2022Updated 4 years ago
- ☆48Feb 19, 2017Updated 9 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.
- 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
- Fast Vector Operations on Pretty Big Data☆13Nov 17, 2015Updated 10 years ago
- Interact with SQL databases in Go☆14Apr 25, 2026Updated last week
- Quant Studio Document☆24Feb 25, 2021Updated 5 years ago
- This is an educational high-frequency trading system simulator built in C++17 with a real-time GUI. It demonstrates HFT concepts through …☆17Feb 26, 2026Updated 2 months 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
- HFT, A high-frequency trading simulation package in R☆90Apr 16, 2018Updated 8 years ago
- Программа конвертации файлов формата qsh (QScalp) в формат bin или csv StockSharp☆18May 22, 2020Updated 5 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.
- Comprehensive collection of Claude Code skills for academic research in economics, finance, and social sciences☆88Apr 26, 2026Updated last week
- An AI model name redirect tool☆28Feb 26, 2026Updated 2 months ago
- ☆19Sep 18, 2020Updated 5 years ago
- A framework of statistical arbitrage mining in performance-driven display advertising.☆69Nov 20, 2015Updated 10 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Experimental encrypted file system using SGX and FUSE☆12Oct 9, 2018Updated 7 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago