ljump12 / Pairs-TradingLinks
Code for researching and backtesting pairs trading
☆24Updated 15 years ago
Alternatives and similar repositories for Pairs-Trading
Users that are interested in Pairs-Trading are comparing it to the libraries listed below
Sorting:
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- finance☆43Updated 8 years ago
- very fast python backtesting framework based on amibroker backtesting methodology☆40Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- ☆35Updated 7 years ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆17Updated 9 years ago
- A library for portfolio optimization algorithms with python interface.☆30Updated 4 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆34Updated 10 years ago
- Trading platform for high frequency data☆15Updated 10 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- Reinforcement learning environment for trading☆15Updated 7 years ago
- HFTrader is fully automated high frequency trading system☆96Updated 12 years ago
- a new simulator for statistical arbitrage☆15Updated 10 years ago
- ☆16Updated 3 years ago
- Walk through of Michael Halls-Moore's "Success Algorithmic Trading" Ebook☆18Updated 3 years ago
- A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com☆51Updated 10 years ago
- Market Making / Stat Arb strategy☆63Updated 8 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 8 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆18Updated 8 years ago
- ☆24Updated 9 years ago
- A model for forecasting stock volatility☆22Updated 8 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆18Updated 12 years ago
- Example of order book modeling.☆58Updated 6 years ago