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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 9 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
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
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
High-frequency statistical arbitrage
Created
2022-12-23
25 commits to master branch, last one 10 months 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 10 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