2 results found Sort:

JerBouma
AlgorithmicTrading JerBouma
183
882
mit
28
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...
python finance optiver analysis algorithm arbitrage dual-listing cointegration pairs-trading options-arbitrage algorithmic-trading statistical-arbitrage
Created 2019-03-14
5 commits to master branch, last one about a year ago
lukstei
trading-backtest lukstei
139
321
mit
41
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
java stock finance trading backtest cointegration kalman-filter pairs-trading backtesting-engine quantitative-finance quantitative-trading cointegration-strategy
Created 2016-01-06
25 commits to master branch, last one 3 years ago