saritmaitra / Trading-strategy
☆12Updated 3 years ago
Alternatives and similar repositories for Trading-strategy:
Users that are interested in Trading-strategy are comparing it to the libraries listed below
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- ☆19Updated 5 years ago
- Design your own Trading Strategy☆36Updated 11 months ago
- Backtested trading strategy based on modelling stock returns based on Auto Regressive Integrated Moving Average modelUpdated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆11Updated 3 years ago
- ☆24Updated 6 years ago
- A financial trading method using machine learning.☆59Updated last year
- Dynamic portfolio optimization☆19Updated last year
- experiments with crypto trading☆15Updated 6 months ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 4 years ago
- Collection of Models related to market making☆15Updated 4 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆19Updated 3 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆24Updated 6 years ago
- Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark☆15Updated 5 years ago
- Baruch MFE 2019 Spring☆36Updated 4 years ago
- Dispersion Trading using Options☆31Updated 7 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆11Updated last year
- ☆15Updated last year
- ☆13Updated last year
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- Mean Reversion Trading Strategy☆20Updated 3 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 3 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago