Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.
☆15Aug 28, 2022Updated 3 years ago
Alternatives and similar repositories for Pairs_Trading_Kalman
Users that are interested in Pairs_Trading_Kalman are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆40Sep 19, 2023Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆47Jan 9, 2025Updated last year
- 金融计量 基于协整的配对交易☆12Oct 27, 2021Updated 4 years ago
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- Pairs Trading using Unsupervised Clustering and Deep Reinforcement Learning☆11Aug 19, 2023Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆21May 4, 2021Updated 5 years ago
- Some Quant ideas in Backtrader☆12Jan 12, 2022Updated 4 years ago
- Find trading pairs with Machine Learning☆40May 26, 2021Updated 5 years ago
- ☆11Dec 3, 2020Updated 5 years ago
- A news based stock scalper using LLM and quant approach☆15Jan 16, 2025Updated last year
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆44Jul 14, 2024Updated last year
- Research on options using machine learning algorithms trained on historical data.☆19Mar 26, 2026Updated 2 months ago
- Option Strategy for Futures☆19Jul 29, 2020Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Feb 27, 2019Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Python code given in book Trading Pairs by Anjana Gupta.☆23Mar 13, 2021Updated 5 years ago
- RESTful API for trading stocks (single or pairs), deployed on Heroku☆14Nov 7, 2023Updated 2 years ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆10May 17, 2026Updated last week
- Pairs trading backtesting enviroment built with Python.☆14May 8, 2022Updated 4 years ago
- A simple implementation of a pairs trading strategy☆13Mar 17, 2015Updated 11 years ago
- web visualizer for CFTC Commitment of Traders (COT) data☆14Feb 6, 2024Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆61Sep 24, 2020Updated 5 years ago
- ☆16Dec 16, 2022Updated 3 years ago
- AutoQuant is an out-of-the-box quantitative investment platform.☆20Aug 1, 2023Updated 2 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Pairs Trading with Machine Learning on Distributed Python Platform☆126May 13, 2022Updated 4 years ago
- Pairs Trading in Python☆28Apr 25, 2021Updated 5 years ago
- A Binance Futures trading and backteasting framework with Backtrader based on rodrigo-brito's backtrader-binance-bot☆24Dec 22, 2021Updated 4 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆30Aug 28, 2018Updated 7 years ago
- This Python project scrapes asset information from Investing.com by visiting the websites and crawling it down into SQL with time, ticker…☆13Feb 15, 2018Updated 8 years ago
- Factor Investing Library☆29Nov 12, 2022Updated 3 years ago
- Gamma Scalping Trading Strategies☆27May 7, 2016Updated 10 years ago
- There are the codes needed for the paper: Wasserstein K-means for clustering probability distributions☆19Oct 20, 2022Updated 3 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Aug 9, 2022Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Jul 28, 2021Updated 4 years ago
- Python Package: Fitting and Forecasting the yield curve☆41Feb 25, 2021Updated 5 years ago
- Recurrent neural net trading bot, running on Keras and Tensorflow. Only compatible with IBKR API☆17Sep 6, 2022Updated 3 years ago
- track golang trending in github☆22Updated this week
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Sep 2, 2018Updated 7 years ago
- Volatility trading☆21Apr 18, 2026Updated last month
- Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API☆48Mar 6, 2023Updated 3 years ago