tjmcrill / automated_trading
High Frequency Trading (HFT) done using the Alpaca Trade API and Python.
☆25Updated 5 years ago
Alternatives and similar repositories for automated_trading:
Users that are interested in automated_trading are comparing it to the libraries listed below
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- ☆24Updated 6 years ago
- Dispersion Trading using Options☆32Updated 7 years ago
- ☆57Updated last year
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆24Updated 4 years ago
- A financial trading method using machine learning.☆58Updated last year
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆50Updated 3 years ago
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- An automatic high frequency trading bot for cryptocurrencies☆20Updated 4 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 4 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- ☆36Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆56Updated 11 months ago
- ☆20Updated 6 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
- Options Trader written in Python based off the ib_insync library.☆43Updated last year
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
- Backtested trading strategy based on modelling stock returns based on Auto Regressive Integrated Moving Average modelUpdated 4 years ago
- Mean Reversion Trading Strategy☆20Updated 3 years ago
- integrate backtrader with interactive brokers☆43Updated 3 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
- Python code given in book Trading Pairs by Anjana Gupta.☆21Updated 3 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 6 years ago
- Derive order flow from Tick and Trade data.☆28Updated 3 years ago