Alternatives and similar repositories for Pairs-Trading

Users that are interested in Pairs-Trading are comparing it to the libraries listed below

• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆22Updated 7 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 8 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆46Updated 9 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• Teino1978-Corp / Teino1978-Corp-High-Frequency-Trading-Model-with-IB
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆10Updated 9 years ago
• DrAshBooth / HFTrader
  HFTrader is fully automated high frequency trading system
  ☆96Updated 12 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆75Updated 4 years ago
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆29Updated 8 years ago
• point-line-surface-body / hftrap
  Trading platform for high frequency data
  ☆15Updated 10 years ago
• leeong05 / orca
  a new simulator for statistical arbitrage
  ☆15Updated 9 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• djunh1 / event-driven-backtesting
  The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…
  ☆16Updated 9 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• Quantmatic / amipy
  very fast python backtesting framework based on amibroker backtesting methodology
  ☆40Updated 7 years ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆22Updated 10 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆23Updated 5 years ago
• Liuyi-Hu / regime_switch_model
  Regime-Switching Model
  ☆18Updated 7 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 6 years ago
• marketneutral / lectures
  ☆13Updated 4 years ago
• kmfranz / trading_pairs
  ☆43Updated 8 years ago
• z357412526 / HighFreqTransaction
  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
• DrAshBooth / PyLOBsim
  Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)
  ☆18Updated 12 years ago
• yazanobeidi / flow
  High frequency AI based algorithmic trading module.
  ☆72Updated 9 years ago
• pbharrin / DevistatorBacktesting
  general purpose backtesting platform, prevents look-ahead bias
  ☆29Updated 14 years ago
• Hongtao-Lin / HFT-Prediction
  Machine learning approach to high frequency trading, MLP & RNN used
  ☆22Updated 9 years ago
• darwinsys / Trading_Strategies
  ☆28Updated 9 years ago