wangy8989 / Pairs-Trading-with-Machine-LearningLinks
Pairs Trading with Machine Learning on Distributed Python Platform
☆125Updated 3 years ago
Alternatives and similar repositories for Pairs-Trading-with-Machine-Learning
Users that are interested in Pairs-Trading-with-Machine-Learning are comparing it to the libraries listed below
Sorting:
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Notes on Advances in Financial Machine Learning☆83Updated 7 years ago
- CS7641 Team project☆97Updated 5 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- ☆123Updated 8 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆50Updated 3 years ago
- ☆215Updated 8 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- Order Imbalance Strategy in High Frequency Trading☆141Updated 7 years ago
- Quantopian Pairs Trading algorithm implementation.☆65Updated 8 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- Example of adaptive trend following strategy based on Renko☆123Updated 6 years ago
- Notebooks based on financial machine learning.☆57Updated 5 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆268Updated 3 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
- ☆143Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- ☆207Updated 2 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆177Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆70Updated 5 years ago
- Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time seri…☆111Updated 4 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago