turing-usp / MomentumLinks
☆20Updated last year
Alternatives and similar repositories for Momentum
Users that are interested in Momentum are comparing it to the libraries listed below
Sorting:
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆24Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- ☆40Updated 4 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- List of portfolio management resources, using Reinforcement Learning.☆41Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Example of order book modeling.☆56Updated 5 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆59Updated 5 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Delta hedging under SABR model☆32Updated last year
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- World Quant University Capstone Project - Swing Trading☆11Updated 2 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 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
- Developing a trend following model using futures☆32Updated last year
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆16Updated last year
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆61Updated 2 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆22Updated 4 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Trend Prediction for High Frequency Trading☆41Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- ☆22Updated 5 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆41Updated 3 years ago