wywongbd / pairstrade-fyp-2019
We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
☆259Updated 2 years ago
Alternatives and similar repositories for pairstrade-fyp-2019:
Users that are interested in pairstrade-fyp-2019 are comparing it to the libraries listed below
- Quantitative finance research tools in Python☆417Updated 2 years ago
- ☆211Updated 7 years ago
- An Structural Application of Reinforcement Learning in Pair Trading☆9Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆163Updated 3 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆158Updated 5 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆299Updated last month
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- PyTrendFollow - systematic futures trading using trend following☆396Updated 6 years ago
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆466Updated 3 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆367Updated last year
- experiments with pair trading☆283Updated 3 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆374Updated last year
- trend / momentum and other patterns in financial timeseries☆254Updated 3 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆354Updated 6 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆207Updated 3 years ago
- A backtester and spreadsheet library for stocks and ETFs☆281Updated last month
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆564Updated 2 weeks ago
- Automatically identifies support and resistance lines on a stock chart using reversal points, displays candlestick chart.☆294Updated last year
- Simple backtesting software for options☆171Updated 7 months ago
- Pipeline Extension for Live Trading☆207Updated last year
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆370Updated last year
- ☆287Updated last year
- Mostly experiments based on "Advances in financial machine learning" book☆549Updated 4 years ago
- Open sourced research notebooks by the QuantConnect team.☆578Updated 10 months ago
- Fast and scalable construction of risk parity portfolios☆294Updated 10 months ago
- Source code for my personal blog☆190Updated 3 weeks ago
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆434Updated last year
- Option visualization python package☆148Updated last year
- Probability of Backtest Overfitting in Python☆121Updated last year