Alternatives and similar repositories for Statistical-Arbitrage

Users that are interested in Statistical-Arbitrage are comparing it to the libraries listed below

• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆62Updated 8 years ago
• javifalces / tradeasystems_connector
  Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…
  ☆14Updated 3 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆23Updated 7 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• BlackArbsCEO / option_skew_project_public
  ☆36Updated 8 years ago
• TalaikisInc / Quantrade
  Quantitative strategies portfolio index [DEPRECATED].
  ☆16Updated 7 years ago
• hudson-and-thames / pykalman
  Kalman Filter, Smoother, and EM Algorithm for Python
  ☆12Updated 2 years ago
• TommasoBelluzzo / HistoricalVolatility
  A framework for historical volatility estimation and analysis.
  ☆35Updated 5 years ago
• jasonstrimpel / optionslib
  ☆11Updated 10 years ago
• fiquant / marketsimulator
  The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…
  ☆67Updated 10 years ago
• yedivanseven / Commodities
  Modeling the volatility of commodity futures Indices
  ☆15Updated 8 years ago
• PsiPhiTheta / HFCrypto
  Machine-learning based high frequency trading algorithm for altcoin cryptocurrencies [moved to closed source]
  ☆54Updated 8 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆34Updated 5 years ago
• Boburmirzo / genetic-Meyer-Packard-Algorithm
  Predicting a Stock Price Using a Genetic Algorithm
  ☆16Updated 7 years ago
• KieranLitschel / PredictingClosingPriceTomorrow
  Predict the change in closing price from one trading day to the next into one of four bands for any stock using technical indicators and …
  ☆25Updated 3 years ago
• r8m / MarketMaker
  Marketmaker trading strategy
  ☆29Updated 9 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 8 years ago
• lamres / hmm_market_behavior
  Unsupervised Learning to Market Behavior Forecasting Example
  ☆40Updated 5 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆127Updated 7 years ago
• charlessutton / OLMAR
  Predictive analysis of the OLMAR algorithm
  ☆13Updated 9 years ago
• MichaelPaddon / volatility
  A model for forecasting stock volatility
  ☆22Updated 8 years ago
• philipperemy / stock-volatility-google-trends
  Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf
  ☆94Updated 3 years ago
• BananaHamm / Equity_StatArb
  Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee
  ☆25Updated 7 years ago
• day0market / pychinesecodetoenglish
  Translates Chinese python code to English (with Google Translate)
  ☆18Updated 3 years ago
• quantopian / algorithm-component-library
  A collection of code snippets that can be constructed into larger trading algorithms.
  ☆110Updated 9 years ago
• matthewgilbert / blotter
  A financial blotter for trading FX and Futures
  ☆23Updated 8 years ago
• mmargenot / machine-learning-market-maker
  Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
  ☆107Updated 10 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago