Topic: statistical-arbitrage Goto Github
Some thing interesting about statistical-arbitrage
Some thing interesting about statistical-arbitrage
statistical-arbitrage,Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API
User: 5ymph0en1x
statistical-arbitrage,The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimization
User: adamd1985
statistical-arbitrage,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, copulas, and machine learning approaches. Since it is a market-neutral strategy, we will analyse the performance on its alpha rather than sharpe ratio.
User: anthonyli01
statistical-arbitrage,Experimenting with Algo Trading using Backtrader Python Module. Specifically, statistical arbitrage using cointegration.
User: arikaufman
statistical-arbitrage,Visualize FX arbitrage portfolios. Form a portfolio by selecting a set instruments and corresponding beta values, using live FX data from OANDA.
User: axwhyzee
Home Page: https://wondrous-bubblegum-3deeb5.netlify.app
statistical-arbitrage,This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
User: blue-universe
statistical-arbitrage,High-frequency statistical arbitrage
User: bradleyboyuyang
statistical-arbitrage,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, GS-Quant, WRDS API and their relevant datasets and analytics.
User: conquerv0
Home Page: https://conquerv0.github.io/Pynaissance/
statistical-arbitrage,Projeto de Field Project na Orรกma Investimentos que visa o desenvolvimento de mecanismos de arbitragem estatรญstica com estratรฉgia de pairs trading no mercado de aรงรตes.
User: eualezandre
statistical-arbitrage,๐พ ๐บ๐ ๐ผ๐ป-๐ฐ๐ต๐ฎ๐ถ๐ป ๐ฟ๐ฒ๐๐ฒ๐ฎ๐ฟ๐ฐ๐ต, ๐ณ๐ผ๐๐ป๐ฑ๐ฟ๐ ๐ฏ๐ผ๐ถ๐น๐ฒ๐ฟ๐ฝ๐น๐ฎ๐๐ฒ๐, ๐พ๐๐ฎ๐ป๐ ๐ฏ๐ผ๐๐, ๐ฎ๐น๐ด๐ผ๐ฟ๐ถ๐๐ต๐บ๐ - ๐ฟ๐๐๐ ๐ฒ๐ฑ๐ถ๐๐ถ๐ผ๐ป
Organization: go-outside-labs
statistical-arbitrage,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
User: je-suis-tm
Home Page: https://je-suis-tm.github.io/quant-trading
statistical-arbitrage,pair trading(stat arb), July 2017
User: jeffzzzhang
statistical-arbitrage,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 members of Optiver.
User: jerbouma
Home Page: https://www.jeroenbouma.com/
statistical-arbitrage,Scalable, event-driven, deep-learning-friendly backtesting library
User: kismuz
Home Page: https://kismuz.github.io/btgym/
statistical-arbitrage,Quantitative analysis, strategies and backtests
User: letianzj
Home Page: https://letianzj.github.io/
statistical-arbitrage,Official repository for the team "FinNet Folks" at the CNWW 2021 (https://vermontcomplexsystems.org/events/cnww/)
User: ngozzi
statistical-arbitrage,The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python
User: notabombe
statistical-arbitrage,statistic arbitrage strategy research tools
User: oldoldjiang
statistical-arbitrage,generalized pairs trading and statistical arbitrage in python.
User: rzhadev1
statistical-arbitrage,Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression
User: sergioiommi
statistical-arbitrage,Pairs Trading using Statistical Arbitrage
User: tibkiss
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