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

Quantitative analysis, strategies and backtests

Scalable, event-driven, deep-learning-friendly backtesting library

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.

Pairs Trading using Statistical Arbitrage

High-frequency statistical arbitrage

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

👾 𝗺𝘆 𝗼𝗻-𝗰𝗵𝗮𝗶𝗻 𝗿𝗲𝘀𝗲𝗮𝗿𝗰𝗵, 𝗳𝗼𝘂𝗻𝗱𝗿𝘆 𝗯𝗼𝗶𝗹𝗲𝗿𝗽𝗹𝗮𝘁𝗲𝘀, 𝗾𝘂𝗮𝗻𝘁 𝗯𝗼𝘁𝘀, 𝗮𝗹𝗴𝗼𝗿𝗶𝘁𝗵𝗺𝘀 - 𝗿𝘂𝘀𝘁 𝗲𝗱𝗶𝘁𝗶𝗼𝗻

This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.

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.

Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API

Experimenting with Algo Trading using Backtrader Python Module. Specifically, statistical arbitrage using cointegration.

Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression

The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimization

The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python

statistic arbitrage strategy research tools

pair trading(stat arb), July 2017

Visualize FX arbitrage portfolios. Form a portfolio by selecting a set instruments and corresponding beta values, using live FX data from OANDA.

generalized pairs trading and statistical arbitrage in python.