Topic: statistical-arbitrage Goto Github

👇 Here are 26 public repositories matching this topic...

5ymph0en1x / saat
statistical-arbitrage,Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API
User: 5ymph0en1x
bitfinex cryptotrading statistical-arbitrage arbitrage-bot

adamd1985 / pairs_trading_unsupervised_learning
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
Home Page: https://medium.com/call-for-atlas/unsupervised-learning-as-signals-for-pairs-trading-and-statarb-c5d6bf3db7cb
algotrading clustering machine-learning pairs-trading statistical-arbitrage unsupervised-learning

anthonyli01 / statistical-arbitrage-pairs-trading-strategy
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
cointegration pairs-trading statistical-arbitrage time-series

arikaufman / algorithmictrading
statistical-arbitrage,Experimenting with Algo Trading using Backtrader Python Module. Specifically, statistical arbitrage using cointegration.
User: arikaufman
algorithmic-trading backtrader statistical-arbitrage statistics

axwhyzee / stat-arb-dashboard
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
d3js-graph mongodb oanda-api-v20 statistical-arbitrage

blue-universe / time-series-analysis-statistical-arbitrage
statistical-arbitrage,This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
User: blue-universe
garch-models delta-hedging statistical-arbitrage maximum-likelihood-estimation

bradleyboyuyang / statistical-arbitrage
statistical-arbitrage,High-frequency statistical arbitrage
User: bradleyboyuyang
backtesting-frameworks high-frequency-trading option-greeks ornstein-uhlenbeck-process pairs-trading statistical-arbitrage vasicek wiener-process black-scholes brownian-motion

brianabod / fe_investing
statistical-arbitrage,Iron Investing: Statistical Arbitrage for Portfolio Optimization
User: brianabod
financial-engineering investing statistical-arbitrage stock-market

conquerv0 / pynaissance
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/
portfolio-management quantitative-finance mathematical-finance statistical-arbitrage quantamental-investments market-data-handler techinical-analysis pythonforfinance

d-roizman / arbitrage-algorithms
statistical-arbitrage,Statistical arbitrage algorithms implemented in python
User: d-roizman
algorithmic-trading pairs-trading quantitative-trading statistical-arbitrage

eualezandre / field-project---pairs-trading
statistical-arbitrage,Projeto de Field Project na Oráma Investimentos que visa o desenvolvimento de mecanismos de arbitragem estatística com estratégia de pairs trading no mercado de ações.
User: eualezandre
long-short pairs-trading statistical-arbitrage

go-outside-labs / blockchain-science-rs
statistical-arbitrage,my on-chain research, foundry boilerplates, quant bots, algorithms - rust edition
Organization: go-outside-labs
arbitrage-bot dexes ethereum mev rust searcher statistical-arbitrage decoder mempool boilerplate

je-suis-tm / quant-trading
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
trading-strategies quantitative-trading trading-bot quantitative-finance algorithmic-trading macd statistical-arbitrage bollinger-bands momentum-trading-strategy options-trading

jeffzzzhang / pair_trading
statistical-arbitrage,pair trading(stat arb), July 2017
User: jeffzzzhang
python statarb statistical-arbitrage pair-trading cointegration quant

jerbouma / algorithmictrading
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/
cointegration statistical-arbitrage algorithmic-trading pairs-trading python dual-listing options-arbitrage analysis algorithm optiver

kismuz / btgym
statistical-arbitrage,Scalable, event-driven, deep-learning-friendly backtesting library
User: kismuz
Home Page: https://kismuz.github.io/btgym/
reinforcement-learning deep-reinforcement-learning gym-environment openai-gym backtesting-trading-strategies algorithmic-trading-library time-series a3c tensorflow backtrader

left-nullspace / cointegration-exploration-python
statistical-arbitrage,This project explores pairs trading as a market-neutral strategy by leveraging statistical relationships between cointegrated assets to exploit mean-reverting behavior. inspired and adapted from the quant trading room
User: left-nullspace
arbitrage cointegration python quantitative-finance statarb statistical-arbitrage statistics trading

letianzj / quantresearch
statistical-arbitrage,Quantitative analysis, strategies and backtests
User: letianzj
Home Page: https://letianzj.github.io/
quantitative-finance quantitative-trading portfolio-management risk-management derivatives-pricing machine-learning deep-learning backtesting-trading-strategies trading-strategies statistical-arbitrage

longtuge-w / statistical-arbitrage-strategy
statistical-arbitrage,
User: longtuge-w
arbitrage backtest backtesting backtesting-trading-strategies finance quantitative-finance statistical-arbitrage statistics

miindisponi99 / statistical-arbitrage-emerging-markets
statistical-arbitrage,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 transaction cost analysis for enhanced risk management
User: miindisponi99
backtesting emerging-markets kalman-filter pairs-trading quantitative-analysis quantitative-finance quantitative-trading statistical-arbitrage trading-strategies transaction-cost-analysis

ngozzi / statarb
statistical-arbitrage,Official repository for the team "FinNet Folks" at the CNWW 2021 (https://vermontcomplexsystems.org/events/cnww/)
User: ngozzi
statistical-arbitrage quantitative-finance complex-networks machine-learning network-filtering

notabombe / statistical-arbitrage-in-cryptocurrencies
statistical-arbitrage,The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python
User: notabombe
coingecko coingecko-api cryptocurrencies data-analysis finance mean-reversion portfolio-optimization python quantitative-analysis statistical-arbitrage

oldoldjiang / statarber
statistical-arbitrage,statistic arbitrage strategy research tools
User: oldoldjiang
quant alpha statistical-arbitrage r hdf5 multi-factor machine-learning

rzhadev1 / statarb
statistical-arbitrage,generalized pairs trading and statistical arbitrage in python.
User: rzhadev1
statistical-arbitrage modeling finance quantitative-finance python3

sergioiommi / quant-trading-dashboards
statistical-arbitrage,Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression
User: sergioiommi
dash dashboard feature-selection kalman-filter linear-regression machine-learning mean-reversion mongodb multivariate-regression nosql

tibkiss / huba-v1
statistical-arbitrage,Pairs Trading using Statistical Arbitrage
User: tibkiss
algorithmic-trading quantitative-finance statistical-arbitrage