sap215 / StatArbPairsTradingLinks
This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods required in order to find a successful pair as well as the code implementation for a backtest.
☆67Updated last year
Alternatives and similar repositories for StatArbPairsTrading
Users that are interested in StatArbPairsTrading are comparing it to the libraries listed below
Sorting:
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆118Updated last year
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆23Updated 6 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆186Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- ☆140Updated last year
- To classify trades into buyer- and seller-initiated.☆145Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆166Updated last month
- CS7641 Team project☆96Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Delta hedging under SABR model☆33Updated last year
- 2025-trading-automation-scripts☆92Updated last month
- ☆212Updated 7 years ago
- experiments with pair trading☆304Updated 7 months ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 11 months ago
- A collection of homeworks of market microstructure models.☆248Updated 7 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆36Updated last year
- algorithmic trading using machine learning☆149Updated 2 weeks ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆167Updated last year
- Time Series Prediction of Volume in LOB☆57Updated last year
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆40Updated last year
- ☆48Updated 8 months ago
- Research Repo (Archive)☆74Updated 4 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆138Updated 4 years ago
- ☆45Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆60Updated 6 years ago
- ☆140Updated 2 years ago
- A dockerized Jupyter quant research environment.☆199Updated this week
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆64Updated 4 years ago
- High-frequency statistical arbitrage☆199Updated last year
- A sentiment analyzer package for financial assets and securities utilizing GPT models.☆177Updated 11 months ago