Quantitative analysis, strategies and backtests

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

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.

A curated list of awesome algorithmic trading frameworks, libraries, software and resources

A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model

We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.

This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equity markets: Pairs Trading.

📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com

High-frequency statistical arbitrage

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

Pair Trading View - .NET application for visual analysis of synthetic financial instruments based on statistical models.

😲🤑Method for Investors and Traders to make Buying and Selling Decisions. 😄Fundamental hare Market Analysis is about using Real data to evaluate a Stock's Value📊 📈 📉

Find trading pairs with Machine Learning

Design your own Trading Strategy

stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.

A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is categorized as a statistical arbitrage and convergence trading strategy.

Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn

RESTful API for trading stocks (single or pairs), deployed on Heroku

Shiny frontend for the pairs trade search engine.