shimonanarang / pair-trading
Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
☆52Updated 4 years ago
Alternatives and similar repositories for pair-trading:
Users that are interested in pair-trading are comparing it to the libraries listed below
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- A financial trading method using machine learning.☆60Updated last year
- ☆47Updated 8 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆59Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Developing a trend following model using futures☆31Updated last year
- Example of order book modeling.☆56Updated 5 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…☆46Updated 10 months ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 4 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆50Updated 3 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- Different quantitative trading models research☆52Updated 3 months ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Research Repo (Archive)☆72Updated 4 years ago
- CS7641 Team project☆93Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- High-frequency trading in a limit order book☆58Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- ☆24Updated 6 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆65Updated 5 years ago
- Dispersion Trading using Options☆32Updated 7 years ago