☆66Mar 24, 2023Updated 3 years ago
Alternatives and similar repositories for quantinsti_statarb
Users that are interested in quantinsti_statarb are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆41Mar 15, 2021Updated 5 years ago
- ☆38Feb 10, 2022Updated 4 years ago
- Repository of demo strategies for the Blueshift platform☆175Sep 26, 2025Updated 9 months ago
- ☆197May 13, 2020Updated 6 years ago
- Second version of talk demonstrating how to massively optimise data processing and numerical computation in Python☆22Dec 14, 2019Updated 6 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Semi-automatic analysis of a financial series using Python.☆13Nov 30, 2021Updated 4 years ago
- Python code given in book Trading Pairs by Anjana Gupta.☆23Mar 13, 2021Updated 5 years ago
- Dispersion Trading using Options☆33Apr 9, 2017Updated 9 years ago
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆190Apr 6, 2024Updated 2 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆21May 4, 2021Updated 5 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆37Apr 25, 2017Updated 9 years ago
- ☆12Dec 21, 2022Updated 3 years ago
- Option Volatility and Pricing Models.☆14Feb 24, 2025Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Scripts for the trading software AgenaTrader☆15Jan 8, 2022Updated 4 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- Python codes and Jupyter Notebooks for the Dow Jones DNA NLP applied research paper.☆16Dec 20, 2018Updated 7 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆19Jun 10, 2022Updated 4 years ago
- ☆62Feb 17, 2023Updated 3 years ago
- ☆11Feb 19, 2025Updated last year
- Trend trading strategies filtered by the Market Meanness Index.☆12Apr 1, 2018Updated 8 years ago
- A Package for Shrinkage Estimation of Covariance Matrices☆17Feb 8, 2024Updated 2 years ago
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Fuzzy Moving Average System with Genetic Algorithm Optimisation for Trading Crude Palm Oil Futures☆28Oct 22, 2018Updated 7 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆17May 26, 2017Updated 9 years ago
- baruch mfe mth9814 financial instruments☆22Jun 3, 2018Updated 8 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Dec 20, 2017Updated 8 years ago
- Python for multiobjective cash management☆12Sep 21, 2017Updated 8 years ago
- Hidden Markov Model for .NET☆11Jul 13, 2015Updated 10 years ago
- Multiplatform monitor for e-puck2 robot. Qt project.☆11Mar 9, 2021Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆27Dec 26, 2022Updated 3 years ago
- Daily kata from Quantitative Investment Portfolio Analytics In R☆17Aug 7, 2019Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆24Jun 10, 2016Updated 10 years ago
- Python Monthly Returns Heatmap (DEPRECATED! Use QuantStats instead)☆29May 7, 2019Updated 7 years ago
- Teach Yourself Game Programming in 21 Days☆12Feb 11, 2019Updated 7 years ago
- ☆184Apr 16, 2018Updated 8 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Mar 27, 2023Updated 3 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Apr 4, 2019Updated 7 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Jan 23, 2026Updated 5 months ago