Alternatives and similar repositories for StatArbPairsTrading

Users that are interested in StatArbPairsTrading are comparing it to the libraries listed below

• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆140Updated last year
• sap215 / ETFConstituentExtractor
  This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.
  ☆26Updated 3 weeks ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆75Updated 5 years ago
• gaugau3000 / mc_sim_fin
  Montecarlo simulations/analysis for finance (equity simulator)
  ☆49Updated 2 years ago
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆193Updated last year
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆199Updated this week
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆42Updated 2 years ago
• hangukquant / hangukquant.github.io
  Documentation for hangukquant/quantpylib
  ☆36Updated 6 months ago
• hudson-and-thames / backtest_tutorial
  ☆152Updated 2 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆97Updated 5 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 7 years ago
• alkalescent / hyperdrive
  algorithmic trading using machine learning
  ☆154Updated 3 months ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆123Updated 2 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆50Updated 2 years ago
• chenenen13 / Trading-Strategies
  ☆86Updated last year
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆83Updated this week
• tg12 / 2025-trading-automation-scripts
  2025-trading-automation-scripts
  ☆118Updated 2 months ago
• sumilk / algo_trading
  ☆141Updated 2 years ago
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆44Updated last year
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆67Updated 6 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆59Updated last year
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆154Updated 3 years ago
• marketneutral / pairs-trading-with-ML
  ☆215Updated 8 years ago
• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆31Updated 2 years ago
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆146Updated 5 months ago
• alexbotsula / Price_direction_forecast
  ☆49Updated 6 years ago
• OptionsnPython / Option-strategies-backtesting-in-Python
  Python codes used in book 'Option Greeks Strategies & Backtesting in Python'
  ☆161Updated 4 years ago
• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆74Updated 2 years ago
• baileydanseglio / thetadata-python
  Real-time & historical data API for US stocks and options
  ☆67Updated last year
• Peropero0 / quantitative_finance_playground
  ☆66Updated last year