Using Particle Markov Chain Monte Carlo
☆35Mar 30, 2020Updated 6 years ago
Alternatives and similar repositories for Statistical-Arbitrage
Users that are interested in Statistical-Arbitrage are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Programming Test☆13Aug 17, 2015Updated 10 years ago
- Generating NEW Reuters articles from Reuters articles.☆16Jan 10, 2017Updated 9 years ago
- DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, a…☆10Sep 26, 2018Updated 7 years ago
- Download public profile pictures from Facebook.☆27Apr 30, 2021Updated 4 years ago
- Discover which of your Facebook friends are on Tinder!☆16Oct 10, 2022Updated 3 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- A moment-free estimator of the Sharpe (signal-to-noise) ratio.☆12Dec 27, 2022Updated 3 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- A low frequency statistical arbitrage strategy☆19Feb 23, 2019Updated 7 years ago
- A general TensorFlow implementation of the Wavenet network to be used to model long term sequences with less trainable parameters.☆18Mar 23, 2017Updated 9 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 2 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116May 28, 2017Updated 8 years ago
- ☆44Dec 22, 2016Updated 9 years ago
- Denoising Auto-encoding Priors in Undecimated Wavelet Domain for MRI Reconstruction☆12Nov 30, 2024Updated last year
- Some tools for parsing Form 13F filings with the SEC☆13Apr 1, 2021Updated 5 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- monte-carlo-mie-scattering-polydisperse-particles☆23Dec 26, 2022Updated 3 years ago
- R code for dealing with the Commitment of Traders report.☆17Jan 16, 2017Updated 9 years ago
- A MATLAB library for extended ("double double") precision, giving close to quad precision.☆13Mar 6, 2025Updated last year
- This packaged is an implementation of our paper "Robust Denoising of Piece-Wise Smooth Manifolds", ICASSP 2018 The algorithm creates an …☆15Mar 31, 2019Updated 7 years ago
- MATLAB code for Monte Carlo scattering of photons in air or water☆15Oct 29, 2020Updated 5 years ago
- A Python library for generating analytic tests for credit portfolio loss distributions☆33Dec 17, 2024Updated last year
- Market Making / Stat Arb strategy☆62Jun 6, 2017Updated 8 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Jul 28, 2016Updated 9 years ago
- Simplified Bybit market maker for personal customisation☆19Apr 17, 2021Updated 4 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- [ICLR 2025] Code for the PopulationTransformer☆15Oct 16, 2025Updated 5 months ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 10 years ago
- ☆17Jun 3, 2024Updated last year
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆89Oct 24, 2013Updated 12 years ago
- High-frequency trading in a limit order book☆59Apr 15, 2019Updated 6 years ago
- Phased LSTM: Accelerating Recurrent Network Training for Long or Event-based Sequences (NIPS 2016) - Tensorflow 1.0☆129Dec 19, 2018Updated 7 years ago
- Download MP3 songs from the web.☆22Mar 3, 2022Updated 4 years ago
- ☆48Feb 19, 2017Updated 9 years ago
- This is a quickly written utility that generates a binary tree containing a summation of the nodes below it and a verifier hash. Copyrigh…☆23Nov 17, 2025Updated 4 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Ethereum Bitcoin Swap☆10Dec 10, 2015Updated 10 years ago
- Example on how to use a Tensorflow Queue to feed data to your models.☆38Mar 30, 2020Updated 6 years ago
- Bitwyre's Software Development Kit - Algorithmic Trading☆13Oct 30, 2023Updated 2 years ago
- Transaction Attestation Platform for Ethereum smart contracts☆13Dec 6, 2016Updated 9 years ago
- Maker Keeper Framework: Set of tools to analyze market maker keepers performance.☆34Jul 15, 2022Updated 3 years ago
- Code for getting implied volatility in Python☆27Jul 27, 2017Updated 8 years ago
- Orderbook Event Storage Using TectonicDB☆13Sep 6, 2018Updated 7 years ago