xlinGithub / Quantitative-Country-ETF-Trading-StrategyLinks
Quantitative Country ETF Trading Strategy
☆21Updated 5 years ago
Alternatives and similar repositories for Quantitative-Country-ETF-Trading-Strategy
Users that are interested in Quantitative-Country-ETF-Trading-Strategy are comparing it to the libraries listed below
Sorting:
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆378Updated 7 years ago
- World Quant 101 alphas的计算和策略化☆308Updated 8 years ago
- three stochastic volatility model: Heston, SABR, SVI☆91Updated 6 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆66Updated 4 years ago
- experiments with pair trading☆327Updated last year
- Code and data for my blogs☆91Updated 4 years ago
- Implementation of 5-factor Fama French Model☆136Updated 4 years ago
- SVI volatility surface model and an example of China 50ETF option☆81Updated 5 years ago
- CS7641 Team project☆97Updated 5 years ago
- I will upload and update my quant strategies here☆61Updated 7 years ago
- ☆158Updated 2 years ago
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆295Updated 4 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆190Updated 2 years ago
- Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory☆312Updated 3 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆15Updated 6 years ago
- 因子构建、单因子测试☆73Updated 4 years ago
- Deep Learning Statistical Arbitrage☆251Updated 3 years ago
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆322Updated 10 months ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆205Updated last year
- Surface SVI parameterisation and corresponding local volatility☆55Updated 5 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆38Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 6 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆69Updated 8 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆103Updated 3 years ago
- volatility arbitrage in Heston model☆67Updated 8 months ago
- Barra Multifactor Model☆157Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆50Updated 3 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
- ☆428Updated 4 years ago
- Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn☆108Updated 4 years ago