Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Tradin...
#计算机科学#Quantitative analysis, strategies and backtests
#时序数据库#Scalable, event-driven, deep-learning-friendly backtesting library
#算法刷题#This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff...
High-frequency statistical arbitrage
Pairs Trading using Statistical Arbitrage
This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
#计算机科学#👾 my onchain research, foundry boilerplates, quant bots, algorithms - rust edition
A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, ...
Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API
#计算机科学#Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression
Experimenting with Algo Trading using Backtrader Python Module. Specifically, statistical arbitrage using cointegration.
#计算机科学#The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimization
The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python
Built a pairs trading strategy in emerging markets using a rolling Kalman-filter beta and spread half-life, with z-score position sizing, and comprehensive back-testing with liquidity adjustments and ...
#时序数据库#On-going project: I will be implementing a combination of pairs trading strategies in attempt to see which type performs best after backtesting. The main ideas involve cointegration, kalman filter, co...
generalized pairs trading and statistical arbitrage in python.
#计算机科学#statistic arbitrage strategy research tools
This repository features a collection of in-depth quantitative trading strategies, as well as strategies based on technical analysis.