Hedge long only portfolio using structural entropy
☆16Jul 27, 2022Updated 3 years ago
Alternatives and similar repositories for StructuralEntropy
Users that are interested in StructuralEntropy are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Vectorized quantile backtesting library☆15May 25, 2023Updated 2 years ago
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 4 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆19Nov 6, 2024Updated last year
- Time Series Prediction of Volume in LOB☆60Apr 17, 2024Updated 2 years ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆31Dec 20, 2022Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- DCA analysis on the s&p 500☆25Jan 22, 2026Updated 3 months ago
- A Library for Algorithmic Trading with Alpaca in Python☆22Jun 21, 2024Updated last year
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆34Oct 13, 2022Updated 3 years ago
- In-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is …☆11Apr 23, 2024Updated 2 years ago
- The goal of the project is to build algorithmic trading system.☆27Nov 6, 2020Updated 5 years ago
- Based on paper Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning☆13Dec 24, 2022Updated 3 years ago
- Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market☆18Dec 29, 2022Updated 3 years ago
- ☆25Sep 19, 2021Updated 4 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Feb 2, 2025Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Apr 24, 2023Updated 3 years ago
- Tool for selecting Short Iron Condors with optimal risk/reward ratios☆18Mar 24, 2017Updated 9 years ago
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆35Jan 18, 2024Updated 2 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Dec 8, 2022Updated 3 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- To classify trades into buyer- and seller-initiated.☆160Dec 14, 2022Updated 3 years ago
- ☆14Aug 21, 2022Updated 3 years ago
- some zipline data bundles☆66Dec 24, 2023Updated 2 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Jan 19, 2023Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆140Jul 10, 2023Updated 2 years ago
- Code to find the best stocks for algo-trading.☆16Aug 9, 2020Updated 5 years ago
- Package to build risk model for factor pricing model☆30Jul 26, 2024Updated last year
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- Code, mostly in R, for charts and analysis on our blog.☆13May 9, 2026Updated last week
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- Source Code for 'Linux Containers and Virtualization' by Shashank Mohan Jain☆16Oct 16, 2020Updated 5 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- Beispielprogramme zum Buch "Künstliche Intelligenz verstehen" von Pit Noack und Sophia Sanner (Rheinwerk Computing 2023)☆14Oct 25, 2023Updated 2 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 2 years ago
- ☆17Dec 8, 2025Updated 5 months ago
- With real market data using Black Scholes and Brentq☆26Mar 31, 2020Updated 6 years ago
- calculates standard deviation from OHLCV data☆14Sep 13, 2023Updated 2 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- The purpose of this script is to implement a very simple trading strategy with Python. This strategy is based on the difference between s…☆19Jul 5, 2019Updated 6 years ago
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆102Nov 20, 2021Updated 4 years ago