manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices
☆11Jan 12, 2021Updated 5 years ago
Alternatives and similar repositories for mean-reversion-pairs-trading
Users that are interested in mean-reversion-pairs-trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- package mt5se - Python framework for bulding automated traders for Stock Exchange through Metatrader☆14Jun 28, 2022Updated 4 years ago
- HRP algorithm for portfolio management in python.☆12Jan 31, 2021Updated 5 years ago
- Natural-language processing library☆18Oct 10, 2024Updated 2 years ago
- a wavelet-based multifractal image analysis tool implementing the WTMM (Wavelet Transform Modulus Maxima) method.☆11Feb 1, 2020Updated 6 years ago
- C/C++ backend☆11Sep 30, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Order Book and Trade Book, Realized Volatility, Random Forest☆13Oct 23, 2023Updated 3 years ago
- Engle-Granger cointegration models in R☆18Feb 27, 2023Updated 3 years ago
- code in this repository has been used on my recent Article on logistic Regression in mql5☆10May 30, 2022Updated 4 years ago
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆10Sep 30, 2021Updated 5 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- R package for fitting the partially cointegrated model☆15Feb 26, 2023Updated 3 years ago
- TD-HCN: A Trend-Driven Hypergraph Convolutional Network for Stock Recommendation☆11Mar 27, 2024Updated 2 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆12Apr 12, 2023Updated 3 years ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆11Dec 21, 2019Updated 6 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.
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆16Aug 18, 2021Updated 5 years ago
- How to apply Deep Learning to create a mean reverting portfolio☆14Nov 9, 2020Updated 5 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆61Sep 24, 2020Updated 6 years ago
- LLM Compression Benchmark☆22Sep 2, 2026Updated last month
- Multi-platform cryptocurrency monitoring system - Real-time arbitrage, OI tracking, whale detection, institutional data☆17Jan 26, 2026Updated 9 months ago
- ☆11Mar 29, 2025Updated last year
- Python Code for Meucci Related Blog Posts☆16Jul 5, 2016Updated 10 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 3 years ago
- ☆13Jul 7, 2022Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Experimenting with Algo Trading using Backtrader Python Module. Specifically, statistical arbitrage using cointegration.☆16Aug 17, 2022Updated 4 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Apr 11, 2017Updated 9 years ago
- Python helper to extract data from Metatrader 5 - using new MT5 API☆12Feb 3, 2023Updated 3 years ago
- coloring terminal text with intensities (used for plotting probability, entropy with tokens)☆12Oct 11, 2024Updated 2 years ago
- 🤖💹 algorithmic trading strategy built backtested using backtrader and python, optimizing risk-adjusted returns with a bollinger mean-re…☆16Aug 18, 2020Updated 6 years ago
- Dr Paul Bilokon's MSc at the University of Oxford: Bayesian methods for solving estimation and forecasting problems in the high-frequency…☆24May 29, 2024Updated 2 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 5 years ago
- AKShare股票数据同步系统 - 基于AKShare的自动化股票数据获取、同步和管理工具，支持A股全市场数据同步，具有智能重试、断点续传、温和同步等功能☆13Jul 22, 2025Updated last year
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆18Nov 6, 2022Updated 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.
- QuickFIX wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via FIX Protocol v4.4☆17Jun 22, 2022Updated 4 years ago
- ☆10Jul 27, 2026Updated 3 months ago
- Open-sourcing the code associated with the NeurIPS 2025 paper "Efficient Transition Matrices to Enable State Tracking in State-Space Mode…☆16Dec 8, 2025Updated 10 months ago
- My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".☆17Apr 29, 2022Updated 4 years ago
- ☆13Nov 14, 2024Updated last year
- Statistical Arbitrage & Algorithmic Trading: time series analysis and the presence of cointegration in cryptocurrency price series.☆11Jan 10, 2019Updated 7 years ago
- 道·量化研究：83篇A股市量化分析研究文章，基于双引擎四层融合模型 | Dao Quant Research: 83 A-share quantitative analysis articles with dual-engine fusion model☆31Updated this week