notaconduit / Statistical-Arbitrage-in-Cryptocurrencies
The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python
☆15Updated 8 months ago
Alternatives and similar repositories for Statistical-Arbitrage-in-Cryptocurrencies:
Users that are interested in Statistical-Arbitrage-in-Cryptocurrencies are comparing it to the libraries listed below
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Developing a trend following model using futures☆31Updated last year
- ☆21Updated 5 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆16Updated 5 months ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆71Updated 7 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Dynamic portfolio optimization☆22Updated last year
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆11Updated last year
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- Repository for market making ideas☆40Updated last year
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆37Updated 9 months ago
- High Frequency Trading Strategies☆44Updated 7 years ago
- Delta hedging under SABR model☆30Updated 11 months ago
- ☆60Updated 2 years ago
- ☆29Updated 2 years ago
- ☆37Updated 2 years ago
- Example of order book modeling.☆56Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆16Updated 3 years ago
- Basic Limit Order Book functions☆21Updated 7 years ago
- Pairs trading strategy example based on Catalyst☆48Updated 6 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 9 months ago
- Package to build risk model for factor pricing model☆24Updated 9 months ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆31Updated 2 months ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆25Updated 4 years ago