samchaaa / alpaca_correlation_vizLinks
☆14Updated 6 years ago
Alternatives and similar repositories for alpaca_correlation_viz
Users that are interested in alpaca_correlation_viz are comparing it to the libraries listed below
Sorting:
- ☆35Updated 7 years ago
- ☆12Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Option Strategy for Futures☆14Updated 5 years ago
- experiments with crypto trading☆17Updated last year
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆8Updated 3 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆29Updated 5 years ago
- Market making strategies and scientific papers☆13Updated last year
- ☆14Updated 6 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Collections of snippets for trading I find interesting☆27Updated 6 months 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
- By means of stochastic volatility models☆44Updated 5 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆22Updated 4 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 4 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
- Example of order book modeling.☆58Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- SABR Implied volatility asymptotics☆22Updated 5 years ago
- High-frequency trading in a limit order book☆60Updated 6 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
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆18Updated 4 years ago