Alternatives and similar repositories for pairs-trading-with-ML

Users that are interested in pairs-trading-with-ML are comparing it to the libraries listed below

• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆171Updated 6 years ago
• wywongbd / pairstrade-fyp-2019
  We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
  ☆266Updated 2 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆134Updated 6 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pairs Trading with Machine Learning on Distributed Python Platform
  ☆122Updated 3 years ago
• fernandodelacalle / adv-financial-ml-marcos-exercises
  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
  ☆217Updated 4 years ago
• financialnoob / pairs_trading
  experiments with pair trading
  ☆319Updated 10 months ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆126Updated 5 years ago
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆172Updated 3 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆82Updated 6 years ago
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆373Updated 7 years ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆276Updated 4 years ago
• teddykoker / blog
  Source code for my personal blog
  ☆194Updated last month
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆130Updated last year
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆439Updated 2 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆96Updated 5 years ago
• OptionsnPython / Option-strategies-backtesting-in-Python
  Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
  ☆150Updated 4 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆245Updated last year
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆222Updated 2 years ago
• sofienkaabar / the-book-of-trading-strategies
  Source Codes for the Book of Trading Strategies
  ☆179Updated 3 years ago
• borisbanushev / anomaliesinoptions
  In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.
  ☆266Updated 6 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 5 years ago
• wi-0 / Pair-Trading-Reinforcement-Learning
  Implementation of Reinforcement Learning in Pair Trading
  ☆11Updated 3 months ago
• tobiasbrodd / backtester
  An event-driven backtester
  ☆110Updated 5 years ago
• sirnfs / OptionSuite
  Option and stock backtester / live trader
  ☆272Updated 10 months ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆104Updated 6 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆124Updated 3 years ago
• jessgess / deep-learning-for-order-book-price-and-movement-predictions
  Limit Order Book data analysis and modeling using LSTM network
  ☆137Updated 6 years ago
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆165Updated 6 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆152Updated 2 years ago