satyapravin / StructuralEntropyLinks
Hedge long only portfolio using structural entropy
☆15Updated 3 years ago
Alternatives and similar repositories for StructuralEntropy
Users that are interested in StructuralEntropy are comparing it to the libraries listed below
Sorting:
- This repo is for my articles published on Medium.com☆16Updated 2 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
- ☆24Updated 5 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- ☆26Updated 11 months ago
- Package to build risk model for factor pricing model☆28Updated last year
- ☆12Updated last year
- Time Series Prediction of Volume in LOB☆57Updated last year
- A low frequency statistical arbitrage strategy☆20Updated 6 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
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆34Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- ☆40Updated 4 years ago
- Option Strategy for Futures☆14Updated 5 years ago
- ☆51Updated 4 years ago
- Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets☆15Updated 8 months ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆18Updated 3 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- ☆42Updated 2 years ago
- ☆19Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆85Updated 2 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- ☆25Updated 6 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆20Updated 3 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆18Updated 4 years ago