Using Particle Markov Chain Monte Carlo
☆35Mar 30, 2020Updated 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Programming Test☆13Aug 17, 2015Updated 10 years ago
- My blog.☆13Dec 8, 2020Updated 5 years ago
- Candlestick Charts in JavaScript.☆15May 24, 2017Updated 8 years ago
- Selenium examples in Python (web scraper).☆13Feb 23, 2018Updated 8 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
- Input Switched Affine Networks: An RNN Architecture Designed for Interpretability. http://proceedings.mlr.press/v70/foerster17a/foerster1…☆10Oct 15, 2017Updated 8 years ago
- Order Book Matching Engine for Stock Exchanges (1us latency for matching)☆157Mar 9, 2021Updated 5 years ago
- Simple NiceHash client to monitor your mining rigs. Configure alerts and emails!☆22Nov 7, 2018Updated 7 years ago
- Discover which of your Facebook friends are on Tinder!☆16Oct 10, 2022Updated 3 years ago
- 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☆20Feb 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
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Oct 16, 2016Updated 9 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14May 20, 2022Updated 3 years ago
- ☆14Sep 20, 2014Updated 11 years ago
- ☆44Dec 22, 2016Updated 9 years ago
- Simple Tinder algorithm able to swipe left and right based on the recommendations of a pre-trained deep neural network (Machine Learning)…☆282Nov 19, 2022Updated 3 years ago
- R code for dealing with the Commitment of Traders report.☆16Jan 16, 2017Updated 9 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆25Apr 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☆61Jun 6, 2017Updated 8 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Jul 28, 2016Updated 9 years ago
- [ICLR 2025] Code for the PopulationTransformer☆14Oct 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 9 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
- ☆49Feb 19, 2017Updated 9 years ago
- Ethereum Bitcoin Swap☆10Dec 10, 2015Updated 10 years ago
- Example on how to use a Tensorflow Queue to feed data to your models.☆39Mar 30, 2020Updated 5 years ago
- Secure Bitcoin price feed based on TLS-N proofs.☆14Sep 22, 2020Updated 5 years ago
- Sentiment Analysis applied to different datasets such as IMDB☆20Feb 25, 2016Updated 10 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆95Feb 17, 2022Updated 4 years ago