romanmichaelpaolucci / Dynamic_Algorithmic_Trading_SystemsLinks
Dynamic algorithmic trading systems in Python using Interactive Broker's Python API
☆22Updated 4 years ago
Alternatives and similar repositories for Dynamic_Algorithmic_Trading_Systems
Users that are interested in Dynamic_Algorithmic_Trading_Systems are comparing it to the libraries listed below
Sorting:
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆78Updated 2 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆64Updated 5 years ago
- ☆35Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆14Updated 4 years ago
- Pairs trading strategy example based on Catalyst☆50Updated 6 years ago
- ☆49Updated 8 years ago
- ☆41Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆67Updated last year
- Research Repo (Archive)☆75Updated 4 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆18Updated last year
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 3 months ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆54Updated 4 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆16Updated 4 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
- Python code given in book Trading Pairs by Anjana Gupta.☆22Updated 4 years ago
- ☆25Updated 7 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆14Updated 5 years ago