philipperemy / Statistical-ArbitrageLinks
Using Particle Markov Chain Monte Carlo
☆33Updated 5 years ago
Alternatives and similar repositories for Statistical-Arbitrage
Users that are interested in Statistical-Arbitrage are comparing it to the libraries listed below
Sorting:
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Machine-learning based high frequency trading algorithm for altcoin cryptocurrencies [moved to closed source]☆54Updated 7 years ago
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- Quantitative strategies portfolio index [DEPRECATED].☆16Updated 7 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- finance☆43Updated 8 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- trade bitcoin using simple google trend strategy☆32Updated 7 years ago
- This repo contains a cryptocurrency trading environment and agents☆32Updated 4 years ago
- A model for forecasting stock volatility☆22Updated 8 years ago
- Modeling the volatility of commodity futures Indices☆15Updated 8 years ago
- ☆49Updated 8 years ago
- Python code for Bayesian Conditional Cointegration☆18Updated 8 years ago
- ☆35Updated 7 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆34Updated 10 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 9 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 2 years ago
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- Predictive analysis of the OLMAR algorithm☆13Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- A python backend to predict prices of candlesticks.☆23Updated 6 years ago
- Walk through of Michael Halls-Moore's "Success Algorithmic Trading" Ebook☆18Updated 3 years ago
- Deep Q-Learning for Market Making☆126Updated 7 years ago
- Pairs trading strategy example based on Catalyst☆50Updated 6 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆109Updated 8 years ago
- A framework for historical volatility estimation and analysis.☆35Updated 5 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- ☆11Updated 10 years ago
- A python script that predicts a stock's susceptibility to a short squeeze.☆41Updated 2 years ago
- Optimal portfolio selection☆33Updated 8 years ago