michaelsyao / Multi-Asset-Systematic-StrategyLinks
☆13Updated 2 years ago
Alternatives and similar repositories for Multi-Asset-Systematic-Strategy
Users that are interested in Multi-Asset-Systematic-Strategy are comparing it to the libraries listed below
Sorting:
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Basic Limit Order Book functions☆22Updated 7 years ago
- ☆24Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Different quantitative trading models research☆54Updated 10 months ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆13Updated 3 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆15Updated 5 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Developing a trend following model using futures☆34Updated 2 years ago
- Option Strategy for Futures☆16Updated 5 years ago
- ☆25Updated 7 years ago
- ☆45Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Design your own Trading Strategy☆39Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆68Updated 5 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- ☆31Updated 4 months ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆13Updated 3 years ago
- An xVA quantitative library written in python using tensorflow☆17Updated last week
- ☆35Updated 7 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆20Updated 3 years ago
- ☆19Updated 5 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆20Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago