thekioskman / mean_reversion_strategiesLinks
Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
☆70Updated 3 years ago
Alternatives and similar repositories for mean_reversion_strategies
Users that are interested in mean_reversion_strategies are comparing it to the libraries listed below
Sorting:
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- ☆123Updated 8 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆124Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 7 years ago
- Calibrates microprice model to BitMEX quote data☆61Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆113Updated last month
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- CS7641 Team project☆97Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- Implementation of HFT backtesting simulator and Stoikov strategy☆141Updated 2 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 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，…☆50Updated 8 months ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆96Updated 2 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆36Updated last year
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆72Updated 7 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- AI based alpha research for trading☆51Updated 3 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆113Updated last year
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago