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Apr 3, 2024 - Python
statistical-arbitrage
Here are 23 public repositories matching this topic...
Visualize FX arbitrage portfolios. Form a portfolio by selecting a set instruments and corresponding beta values, using live FX data from OANDA.
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Dec 7, 2023 - JavaScript
The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python
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Aug 26, 2023 - Python
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.
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Oct 25, 2022 - Jupyter Notebook
The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimization
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Mar 7, 2024 - Jupyter Notebook
Official repository for the team "FinNet Folks" at the CNWW 2021 (https://vermontcomplexsystems.org/events/cnww/)
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Jan 15, 2021 - Jupyter Notebook
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.
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Sep 4, 2023 - Jupyter Notebook
generalized pairs trading and statistical arbitrage in python.
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Nov 14, 2023 - Jupyter Notebook
Experimenting with Algo Trading using Backtrader Python Module. Specifically, statistical arbitrage using cointegration.
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Aug 17, 2022 - Python
statistic arbitrage strategy research tools
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Sep 7, 2018 - R
pair trading(stat arb), July 2017
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Nov 21, 2018 - Python
Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression
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Nov 1, 2023 - Jupyter Notebook
Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API
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Nov 4, 2019 - Python
👾 𝗺𝘆 𝗼𝗻-𝗰𝗵𝗮𝗶𝗻 𝗿𝗲𝘀𝗲𝗮𝗿𝗰𝗵, 𝗳𝗼𝘂𝗻𝗱𝗿𝘆 𝗯𝗼𝗶𝗹𝗲𝗿𝗽𝗹𝗮𝘁𝗲𝘀, 𝗾𝘂𝗮𝗻𝘁 𝗯𝗼𝘁𝘀, 𝗮𝗹𝗴𝗼𝗿𝗶𝘁𝗵𝗺𝘀 - 𝗿𝘂𝘀𝘁 𝗲𝗱𝗶𝘁𝗶𝗼𝗻
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Mar 14, 2024 - Solidity
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.
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Aug 25, 2023 - Jupyter Notebook
Pairs Trading using Statistical Arbitrage
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Jul 9, 2022 - Python
This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
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Feb 19, 2020 - Jupyter Notebook
High-frequency statistical arbitrage
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Jul 30, 2023 - Jupyter Notebook
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
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Jun 21, 2022 - Python
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.
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Aug 13, 2023 - Jupyter Notebook
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