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Quantitative analysis, strategies and backtests
backtests
algotrading
data-science
deep-learning
pairs-trading
risk-management
asset-allocation
asset-management
machine-learning
financial-analysis
trading-algorithms
trading-strategies
algorithmic-trading
derivatives-pricing
portfolio-management
quantitative-finance
quantitative-trading
statistical-arbitrage
reinforcement-learning
backtesting-trading-strategies
Created
2020-06-27
123 commits to master branch, last one 10 months ago
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...
Created
2019-03-14
5 commits to master branch, last one 10 months ago
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
Created
2016-01-06
25 commits to master branch, last one 2 years ago
This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equity markets: Pairs Trading.
Created
2019-09-04
18 commits to master branch, last one 2 months ago
We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
Created
2018-09-07
238 commits to master branch, last one 4 years ago
High-frequency statistical arbitrage
Created
2022-12-23
25 commits to master branch, last one 11 months ago
CScalp is a Professional Trading Software with 24/7 human support and a free crypto trading course. Join our growing community!
Created
2024-06-15
3 commits to main branch, last one 11 days ago
Pair Trading View - .NET application for visual analysis of synthetic financial instruments based on statistical models.
Created
2015-02-10
218 commits to master branch, last one 11 months ago
Find trading pairs with Machine Learning
Created
2021-03-11
5 commits to main branch, last one 3 years ago
stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
Created
2022-09-17
2 commits to main branch, last one about a year ago