Quantitative analysis, strategies and backtests
-
Updated
Aug 26, 2023 - Jupyter Notebook
Quantitative analysis, strategies and backtests
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.
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
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
This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equity markets: Pairs Trading.
We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com
Pair Trading View - .NET application for visual analysis of synthetic financial instruments based on statistical models.
Design your own Trading Strategy
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
High-frequency statistical arbitrage
Find trading pairs with Machine Learning
😲🤑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📊 📈 📉
stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn
Shiny frontend for the pairs trade search engine.
Simple test of pair-trading investment strategy (2017)
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.
Add a description, image, and links to the pairs-trading topic page so that developers can more easily learn about it.
To associate your repository with the pairs-trading topic, visit your repo's landing page and select "manage topics."