nithishkailas / SWING_TRADING_WQU
World Quant University Capstone Project - Swing Trading
☆11Updated 2 years ago
Alternatives and similar repositories for SWING_TRADING_WQU:
Users that are interested in SWING_TRADING_WQU are comparing it to the libraries listed below
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆60Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- ☆24Updated 6 years ago
- ☆22Updated 5 years ago
- Design your own Trading Strategy☆37Updated last year
- Delta hedging under SABR model☆30Updated 11 months ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Dispersion Trading using Options☆32Updated 8 years ago
- ☆21Updated 5 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- Developing a trend following model using futures☆31Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Backtest result archive for Momentum Trading Strategies☆56Updated 6 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆14Updated last year
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆13Updated last year
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 4 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 2 months ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆52Updated 4 years ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆41Updated 3 years ago