techietrader / Pairs-Trading-Indian-Stocks-using-Machine-LearningLinks
keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test
☆32Updated 7 years ago
Alternatives and similar repositories for Pairs-Trading-Indian-Stocks-using-Machine-Learning
Users that are interested in Pairs-Trading-Indian-Stocks-using-Machine-Learning are comparing it to the libraries listed below
Sorting:
- ☆25Updated 7 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years 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.☆67Updated 2 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆44Updated 5 years ago
- Python code given in book Trading Pairs by Anjana Gupta.☆22Updated 4 years ago
- ☆40Updated 4 years ago
- Design your own Trading Strategy☆39Updated last year
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆49Updated 5 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆28Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 7 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆66Updated 5 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 6 months ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆68Updated 6 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
- quantitative asset allocation strategy☆32Updated 7 months ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆37Updated 5 years ago
- ☆64Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆47Updated 3 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Developed a deep learning model that allows trading firms to analyze large patterns of stock market data and look for possible permutatio…☆64Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Updated 4 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago