statistical-arbitrage | Topic | Ecosyste.ms: Repos

Topic: "statistical-arbitrage"

je-suis-tm/quant-trading

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

Language: Python - Size: 12.5 MB - Last synced at: 17 days ago - Pushed at: about 1 year ago - Stars: 6,850 - Forks: 1,339

letianzj/QuantResearch

Quantitative analysis, strategies and backtests

Language: Jupyter Notebook - Size: 25.7 MB - Last synced at: 7 days ago - Pushed at: almost 2 years ago - Stars: 2,522 - Forks: 519

Kismuz/btgym

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

Language: Python - Size: 124 MB - Last synced at: 2 months ago - Pushed at: almost 4 years ago - Stars: 990 - Forks: 260

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: 14 days ago - Pushed at: almost 2 years ago - Stars: 942 - Forks: 194

tibkiss/huba-v1

Pairs Trading using Statistical Arbitrage

Language: Python - Size: 35.8 MB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 95 - Forks: 9

chicago-joe/InteractiveBrokers-PairsTrading-Algo Fork of jamesmawm/High-Frequency-Trading-Model-with-IB

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

Language: Python - Size: 6.61 MB - Last synced at: 4 days ago - Pushed at: 16 days ago - Stars: 91 - Forks: 28

autistic-symposium/blockchain-science-rs 📦

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

Language: Solidity - Size: 2.13 MB - Last synced at: 3 days ago - Pushed at: 8 months ago - Stars: 68 - Forks: 9

Vicarisi-Ventures/CryptoScalping

High Performance Crypto Scalping Infrastructure and Market Making Engine Developed in Go.

Language: Go - Size: 1.95 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 39 - Forks: 24

Blue-Universe/Time-Series-Analysis-Statistical-Arbitrage

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

Language: Jupyter Notebook - Size: 2.04 MB - Last synced at: about 2 years ago - Pushed at: over 5 years ago - Stars: 39 - Forks: 12

bradleyboyuyang/Statistical-Arbitrage

High-frequency statistical arbitrage

Language: Jupyter Notebook - Size: 84.4 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 32 - Forks: 7

conquerv0/Pynaissance

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.

Language: Jupyter Notebook - Size: 74 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 20 - Forks: 10

Vicarisi-Ventures/VolArbitrage

High Performance Cross Platform Volatility Arbitrage Infrastructure and Recommendation Engine Developed in Go.

Language: Go - Size: 21 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 19 - Forks: 6

5ymph0en1x/SAAT

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

Language: Python - Size: 156 KB - Last synced at: about 2 years ago - Pushed at: over 5 years ago - Stars: 16 - Forks: 8

Vicarisi-Ventures/AlgoTrading

High Performance Algorithmic Trading Infrastructure and Backtesting Engine Developed in Python and Compiled with Numba.

Language: Python - Size: 164 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 9 - Forks: 4

arikaufman/algorithmicTrading

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

Language: Python - Size: 1.52 MB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 9 - Forks: 3

notabombe/Statistical-Arbitrage-in-Cryptocurrencies

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

Language: Python - Size: 39.1 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 6 - Forks: 3

miindisponi99/Statistical-Arbitrage-Emerging-Markets

Built a pairs trading strategy in emerging markets using a rolling Kalman-filter beta and spread half-life, with z-score position sizing, and comprehensive back-testing with liquidity adjustments and transaction cost analysis for enhanced risk management

Language: Jupyter Notebook - Size: 1.65 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 5 - 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: 10 months ago - Pushed at: 10 months ago - Stars: 5 - Forks: 2

saimanish-p/pairs-trader-sim

A customisable pairs trading strategy simulator and dashboard.

Language: Python - Size: 2 MB - Last synced at: 15 days ago - Pushed at: 15 days ago - Stars: 2 - Forks: 0

rzhadev1/statarb

generalized pairs trading and statistical arbitrage in python.

Language: Jupyter Notebook - Size: 800 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 2 - Forks: 2

SergioIommi/Quant-Trading-Dashboards

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

Language: Jupyter Notebook - Size: 2.74 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 1

steeezyro/pairs-trading-strategy

Modular statistical arbitrage pipeline using KO–PEP equity spread, rolling z-score signals, and backtested PnL.

Language: Jupyter Notebook - Size: 169 MB - Last synced at: 1 day ago - Pushed at: 1 day ago - Stars: 1 - Forks: 0

Antkky/Eurgbp_Statistical_Arbitrage

Research & Backtesting Repo for a EURGBP Statistical Arbitrage Strategy with a Deep Q-Net Reinforcement Model

Language: Jupyter Notebook - Size: 4.62 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 1 - Forks: 1

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: 2 months ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0

Xavierleeeugene/Trading_Strategies

This repository features a collection of in-depth quantitative trading strategies, as well as strategies based on technical analysis.

Language: Jupyter Notebook - Size: 3.18 MB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 1 - Forks: 0

longtuge-w/Statistical-Arbitrage-Strategy

Language: Python - Size: 3.23 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0

LuozhuZhang/NorthBound-Trace

A toy proj for North Bound

Language: HTML - Size: 972 KB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 1 - Forks: 0

muMAJJI/Trading---Pair-Trading

Pairs trading strategy based on statistical arbitrage and cointegration, implemented in Python.

Language: Jupyter Notebook - Size: 236 KB - Last synced at: 29 days ago - Pushed at: 29 days ago - Stars: 0 - Forks: 0

algotrade-plutus/Statisical-Arbitrage

Statistical Arbitrage strategy in Vietnamese Market

Language: Python - Size: 4.11 MB - Last synced at: 11 days ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

sjdKRM/EPAT

Executive Programme in Algorithmic Trading by QuantInsti

Language: Jupyter Notebook - Size: 3.68 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

nirajdsouza/statistical-arbitage-strategy

Simple Python program to understand the basics of Statistical Arbitrage

Language: Python - Size: 357 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

r2stanton/starbie

A suite of tools to facilitate the development and backtesting of statistical arbitrage based strategies.

Language: Python - Size: 13.7 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

George-Dros/Pair_trading

A pair-trading algorithm using cointegration, linear regression, and Z-score-based entry/exit rules. The strategy, applied to validated stock pairs, achieved consistent portfolio growth from $24,050 to $25,489.50 over 2 years through trading simulation.

Language: Jupyter Notebook - Size: 593 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0