kstarek Goto Github PK

quant-trading

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

sgx-full-orderbook-tick-data-trading-strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

stochastic-parti

Fitting a univariate stochastic volatility model using particle marginal metropolis-hastings MCMC

stochastic_modelling

stochasticlocalvolatilitymodels

Stochastic local volatility model calibration

stochvolmodels

Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

svi-arbitrability

trading-server

A multi-asset, multi-strategy, event-driven trading platform for running many strategies at many venues simultaneously with portfolio-based risk management and capital allocation. Supports event-driven backtesting across all desired instruments, venues and strategies under a single parameterized portfolio.

wattnet-fx-trading

WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series