Alternatives and similar repositories for Probability-of-Informed-Trading

Users that are interested in Probability-of-Informed-Trading are comparing it to the libraries listed below

• bradleyboyuyang / Empirical-Finance
  Fama-French models, idiosyncratic volatility, event study
  ☆32Updated 2 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆26Updated 10 months ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆40Updated 5 years ago
• mgao6767 / frds
  Financial research data services for academics.
  ☆90Updated 4 months ago
• ericbudish / HFT-Races
  Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …
  ☆47Updated 3 years ago
• bottama / Dynamic-Derivatives-Portfolio-Hedging
  Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…
  ☆52Updated 4 years ago
• chrischia06 / AlgoTradingSimulatedPaths
  Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB
  ☆36Updated 4 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• FranklinMa810 / Market-Microstructure
  ☆23Updated 5 years ago
• mcf-long-short / fixed-income-and-credit
  Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…
  ☆30Updated 3 years ago
• HoagieT / Inflation-Nowcast-Model
  A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
  ☆15Updated 4 years ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆31Updated last year
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆32Updated last year
• Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage
  This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
  ☆63Updated 5 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆37Updated 4 years ago
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆23Updated 4 years ago
• christianjauregui / famafrench
  Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…
  ☆38Updated last month
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆37Updated last year
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆58Updated 6 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆70Updated 4 months ago
• xhshenxin / Micro_Price
  ☆49Updated 4 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 2 years ago
• luphord / yield_curve_dynamics
  A cursory look at the dynamics of zero coupon bond yield curves.
  ☆13Updated 2 years ago
• RobertYip / Python-Fama-French-Quant-model
  Fama French model on a subset of Canadian Equity data with Python
  ☆47Updated 6 years ago
• tzhangwps / Turbulence-and-Systemic-Risk
  Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…
  ☆25Updated 3 months ago
• monty-se / PINstimation
  A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…
  ☆40Updated 7 months ago
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆24Updated 3 years ago
• 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
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆33Updated 2 years ago
• DavidCico / Factor-risk-model-with-principal-component-analysis
  This repository shows the application of PCA technique for risk factor modelling of financial securities.
  ☆18Updated 5 years ago