A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging
☆12Jan 27, 2018Updated 8 years ago
Alternatives and similar repositories for options-stat-arb
Users that are interested in options-stat-arb are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆81Jan 27, 2018Updated 8 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆15Aug 28, 2022Updated 3 years ago
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 6 years ago
- A project of implementing, modeling, and simulating asset-backed securities.☆16Mar 27, 2018Updated 8 years ago
- Compilation of technical analysis tools (EMA, Bollinger bands), fundamental analysis, machine learning models (LSTM, Random forest, ARIMA…☆15Aug 9, 2021Updated 4 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Jan 9, 2025Updated last year
- ☆38Aug 2, 2021Updated 4 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Nov 6, 2024Updated last year
- Hexital - Incremental Technical Analysis Library☆26Jan 28, 2026Updated last month
- ConvWave Searching for Gravitational Waves with Fully Convolutional Neural Nets☆14May 22, 2019Updated 6 years ago
- Recurrent neural net trading bot, running on Keras and Tensorflow. Only compatible with IBKR API☆17Sep 6, 2022Updated 3 years ago
- 💹 Hackable charting lib for traders. You can draw literally ANYTHING on top of candlestick charts.☆10Sep 23, 2019Updated 6 years ago
- DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnig …☆33Sep 26, 2018Updated 7 years ago
- track golang trending in github☆21Updated this week
- NordVPN Special Discount Offer • AdSave on top-rated NordVPN 1 or 2-year plans with secure browsing, privacy protection, and support for for all major platforms.
- Volatility trading☆22Oct 2, 2024Updated last year
- Long Short-Term Memory Neural Networks trained and tested on the TIMIT Acoustic-Phonetic Continuous Speech Corpus.☆11Aug 27, 2017Updated 8 years ago
- Pairs Trading using Unsupervised Clustering and Deep Reinforcement Learning☆11Aug 19, 2023Updated 2 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆44Jul 14, 2024Updated last year
- OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitiv…☆10Jul 28, 2023Updated 2 years ago
- Image Segmentation using Fully Convolutional Networks in PyTorch☆11May 16, 2019Updated 6 years ago
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- GitHub shorthand Alfred workflow☆12Sep 28, 2021Updated 4 years ago
- ☆18Oct 15, 2021Updated 4 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆76Jun 22, 2022Updated 3 years ago
- C++ implementation of a Dynamic Delta Hedging strategy for European Options. Delta Hedging is a great strategy for trying to create a neu…☆15Aug 1, 2022Updated 3 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- qstrader UI .Demo--http://ec2-54-169-253-5.ap-southeast-1.compute.amazonaws.com:8000/☆16Jun 10, 2021Updated 4 years ago
- Hierarchical Models for Learning Features from Images and Videos☆12Feb 7, 2023Updated 3 years ago
- ☆11Feb 1, 2021Updated 5 years ago
- ☆18Jan 19, 2026Updated 2 months ago
- A python notebook showing how to visualize laplace transforms☆11Feb 13, 2019Updated 7 years ago
- Basic C++ Hidden Markov Model functionality implementation with state prediction estimation☆15Apr 29, 2013Updated 12 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Research on options using machine learning algorithms trained on historical data.☆18Aug 21, 2025Updated 7 months ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 5 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years ago
- 📈 Aggregate candlesticks from high frequency tick data from S3 and REST APIs☆18Feb 15, 2026Updated last month
- Detach monorepo packages from normal linking☆11Aug 31, 2025Updated 6 months ago
- An extensible options trading bot built on top of Python.☆126Feb 1, 2023Updated 3 years ago