rodler / quantinsti_statarbLinks
☆63Updated 2 years ago
Alternatives and similar repositories for quantinsti_statarb
Users that are interested in quantinsti_statarb are comparing it to the libraries listed below
Sorting:
- ☆41Updated 4 years ago
- ☆38Updated 3 years ago
- ☆24Updated 6 years ago
- Implements different approaches to tactical and strategic asset allocation☆36Updated 6 months ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 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
- Dispersion Trading using Options☆33Updated 8 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆98Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆123Updated 3 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- ☆41Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 11 months ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆59Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- CS7641 Team project☆96Updated 4 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆137Updated 4 years ago
- Portfolio optimization with cvxopt☆39Updated 5 months ago
- Official Repository☆126Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆64Updated 4 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆80Updated 3 years ago
- Some notebooks with powerful trading strategies.☆94Updated 4 years ago
- ☆45Updated last year