tar-ser/crosschain-defi-arbitrage-bot-yield

ArbiDeFi is a desktop DEFI arbitrage bot and automated software tool that interacts with decentralized finance (DeFi) markets, combining real-time cross-chain price scanning with grid and limit order execution—a protocol enabling automated limit orders, efficiently adjustable w/ custom price ranges, grid trading

Language: Python - Size: 1.76 MB - Last synced at: about 24 hours ago - Pushed at: 1 day ago - Stars: 386 - Forks: 39

JerBouma/AlgorithmicTrading

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.

Language: Jupyter Notebook - Size: 4.78 MB - Last synced at: 11 days ago - Pushed at: over 1 year ago - Stars: 931 - Forks: 190

RohmanZauhari/Quantitative-Arbitrage

This repository showcases Pairs trading bot exploiting mean reversion in cointegrated assets. Fetches data, runs Engle-Granger tests, generates signals (Z-Score/Bollinger), and backtests results. A PyQt GUI provides interactive configuration and real-time visualization.

Language: Jupyter Notebook - Size: 5.31 MB - Last synced at: 24 days ago - Pushed at: 24 days ago - Stars: 0 - Forks: 0

utkuatasoy/Quantitative-Arbitrage

This repository showcases Pairs trading bot exploiting mean reversion in cointegrated assets. Fetches data, runs Engle-Granger tests, generates signals (Z-Score/Bollinger), and backtests results. A PyQt GUI provides interactive configuration and real-time visualization.

Language: Jupyter Notebook - Size: 5.31 MB - Last synced at: 28 days ago - Pushed at: 28 days ago - Stars: 1 - Forks: 0

s1de-walker/Pairs-Watch

A web app for pairs trading | cointegration | signals | streamlit

Language: Python - Size: 691 KB - Last synced at: 29 days ago - Pushed at: 29 days ago - Stars: 1 - Forks: 0

Davi007shaulin/copula-fund-analysis

A comprehensive analysis tool for evaluating copula-based investment strategies in financial markets. Includes functions for simulating fund performance under different copula assumptions and analyzing their impact on risk and return metrics.

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leeway00/non-linear-cointegration

Non-Linear Cointegration in Pairs Trading

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Amirreza81/Financial_Data_Analysis_Practice

First practice of Data Science and analyzing OHLCV data

Language: Jupyter Notebook - Size: 6.73 MB - Last synced at: 8 days ago - Pushed at: about 2 months ago - Stars: 1 - Forks: 0

g-arruda/copula-fund-analysis

Language: R - Size: 0 Bytes - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

TradeInsight-Info/stock-pair-cointegration

Pair Trading Cointegration Analyse

Language: HTML - Size: 269 KB - Last synced at: about 2 months ago - Pushed at: 4 months ago - Stars: 1 - Forks: 0

Beliavsky/TimeSeriesAnalysisBooks

List of books on time series analysis, with links to code where available

Size: 249 KB - Last synced at: 17 days ago - Pushed at: 4 months ago - Stars: 1 - Forks: 0

apoorvaa30/Time-Series-based-Sales-Forecasting-for-Beer

Beer national sales forecasting

Language: R - Size: 471 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 6 - Forks: 3

Indemos/Estimator

Statistics and performance metrics in trading, CAGR, Sharpe, MAE, MFE, and others. Cointegration and option pricing.

Language: C# - Size: 449 KB - Last synced at: 5 months ago - Pushed at: 6 months ago - Stars: 9 - Forks: 4

vladislavpyatnitskiy/fintseries

Financial Time Series Analysis

Language: R - Size: 353 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0

ejb1987/R_Econometric

This repository contains an RMarkdown file that performs an econometric analysis of soybean prices using various statistical methods, including cointegration tests, ECM, and GARCH models.

Language: R - Size: 450 KB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 0 - Forks: 0

anthonyli01/Statistical-Arbitrage-Pairs-Trading-Strategy

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.

Language: Jupyter Notebook - Size: 10.2 MB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 5 - Forks: 2

cdcarrion/VEC_PIB

La relación a largo plazo y la causalidad entre las exportacioens mineras, la producción industrial y el crecimiento económico en Perú: Un estudio de caso utilizando un modelo VEC

Language: R - Size: 2.67 MB - Last synced at: 12 months ago - Pushed at: about 5 years ago - Stars: 0 - Forks: 1

GianlucaCarpigo/VECM

An R package to implement VEC models

Language: R - Size: 124 KB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 3 - Forks: 1

nutansahoo/Time-Series-Analysis-of-GDP

Size: 120 KB - Last synced at: about 1 year ago - Pushed at: over 6 years ago - Stars: 3 - Forks: 0

atecon/ADMBP

Language: Makefile - Size: 3.29 MB - Last synced at: 24 days ago - Pushed at: 24 days ago - Stars: 1 - Forks: 0

marcotav/oniricus

Machine learning applications in Finance.

Language: Jupyter Notebook - Size: 5.79 MB - Last synced at: over 1 year ago - Pushed at: over 6 years ago - Stars: 8 - Forks: 5

lukstei/trading-backtest

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

Language: Java - Size: 165 KB - Last synced at: over 1 year ago - Pushed at: almost 4 years ago - Stars: 313 - Forks: 140

ozdemirozcelik/coint-tools

Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]

Language: Jupyter Notebook - Size: 8.69 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 11 - Forks: 2

olesyamba/Time_series

Current repository depicts R usability for time series modeling. Number of scripts represents preprocessing time series, modeling AR, MA, ARIMA with seasonality, ARCH, GARCH, VAR, VECM including statistical testing process and robust check.

Language: R - Size: 27.3 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

erfansalavati/trading_strategies

Implementations of various trading strategies

Language: MATLAB - Size: 18.6 KB - Last synced at: over 1 year ago - Pushed at: about 6 years ago - Stars: 3 - Forks: 1

ammasjk/unitroot

Java library for testing unitroot and cointegration

Language: Java - Size: 564 KB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

AlgoTrading101/Econometrics-on-Stock-Data

R finance guide - Algotrading101

Language: R - Size: 3.91 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 2

shimonanarang/pair-trading

Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM

Language: Python - Size: 1.33 MB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 38 - Forks: 12

Hunteram/statsmodels Fork of statsmodels/statsmodels

Statsmodels: statistical modeling and econometrics in Python

Language: Python - Size: 25.7 MB - Last synced at: over 1 year ago - Pushed at: over 7 years ago - Stars: 1 - Forks: 0

andreachello/Applied-Econometric-Time-Series

A repository to explore the concepts of applied econometrics in the context of financial time-series.

Language: Jupyter Notebook - Size: 3.6 MB - Last synced at: about 2 years ago - Pushed at: about 5 years ago - Stars: 19 - Forks: 5

vinicioalmeida/pairsTrading

Pairs Trading screening with cointegration in R

Language: R - Size: 2.93 KB - Last synced at: almost 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

Tobias-Mann/Pairs-Trading-Analyzer

C# Console Application: Asks for two files containing historical financial data in the same format as files from Yahoo Finance. Performs the two-step Engel-Granger Test for Cointegration and simulates profits of applying the Pairs Trading Strategy to these stocks. To Project further Includes code to conduct statistical inference and a Function to perform the Augmented Dickey-Fuller Test for stationarity of a time series, which is part of the Engel-Granger Test for cointegration.

Language: C# - Size: 5.44 MB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 14 - Forks: 3

tramvn1996/Bitcoin-Analysis

A co-integration analysis that focuses on analyzing different factors affecting Bitcoin's price

Language: Jupyter Notebook - Size: 19.1 MB - Last synced at: about 2 years ago - Pushed at: over 6 years ago - Stars: 1 - Forks: 0

gregorio-saporito/interest-rates

Shiny app deployed on shinyapps.io and embedded in an R package for easy install where I explore the cointegrating relationship among LIBOR interbank rates

Language: R - Size: 770 KB - Last synced at: almost 2 years ago - Pushed at: almost 4 years ago - Stars: 3 - Forks: 0

dcuoliveira/ESOBE21-SGD

Language: R - Size: 19.7 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 1

atecon/Gregory_Hansen

Language: Shell - Size: 1.03 MB - Last synced at: about 2 years ago - Pushed at: almost 4 years ago - Stars: 0 - Forks: 0

atecon/cointARDL

Language: Makefile - Size: 1.15 MB - Last synced at: about 2 years ago - Pushed at: almost 4 years ago - Stars: 0 - Forks: 0

osya/cointegration

Applying Kejriwal and Perron test which is implemented in the R `strucchange` package to find cointegration breakpoints

Language: R - Size: 1.95 KB - Last synced at: about 2 years ago - Pushed at: about 8 years ago - Stars: 1 - Forks: 1

spiderxl/sdk

NumXL SDK

Language: C - Size: 273 KB - Last synced at: about 1 year ago - Pushed at: almost 8 years ago - Stars: 0 - Forks: 0