quantverse / ptltraderLinks
Trade your pair trading strategy portfolios automatically.
☆28Updated 2 years ago
Alternatives and similar repositories for ptltrader
Users that are interested in ptltrader are comparing it to the libraries listed below
Sorting:
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆68Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆50Updated 5 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆89Updated 2 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- An Interactive Brokers integration for Deephaven☆74Updated last year
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- ☆60Updated 8 months ago
- Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API☆41Updated 2 years ago
- Historical market data downloader using Interactive Brokers TWS☆59Updated 6 years ago
- Options Trader written in Python based off the ib_insync library.☆59Updated 2 years ago
- Example of order book modeling.☆58Updated 6 years ago
- ☆25Updated 7 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Collections of snippets for trading I find interesting☆27Updated 8 months ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- ☆29Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆107Updated this week
- ☆75Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Visualisation for auction market theory with live charts☆124Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆54Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆121Updated 3 years ago