JulesTan's repositories
quant-trading
Python quantitative trading strategies including Pattern Recognition, CTA, Monte Carlo, Options Straddle, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
btgym
Scalable, event-driven, deep-learning-friendly backtesting library
gulp
The streaming build system
High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
IB-Trading-Models-And-Backtester
Modular trading models with Interactive Brokers and backtester in Python
IBHistoricalDataDownloader
Downloads historical data from Interactive Brokers
IbPy
Python API for the Interactive Brokers on-line trading system.
Mastering-Python-for-Finance-source-codes
Accompanying source codes for my book 'Mastering Python for Finance'.
mina
Mina is a new cryptocurrency with a constant size blockchain, improving scaling while maintaining decentralization and security.
pair_trading
pair trading(stat arb), July 2017
QuantInsti-Final-Project-Statistical-Arbitrage
QuantInsti EPAT: Final Project on Statistical Arbitrage
SAAT
Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API
stakewars
Stake Wars leaderboard and place to report issues
statarber
statistic arbitrage strategy research tools
Statistical-Arbitrage-Algorithmic-Trading
A Project to identify statistical arbitrage opportunities between cointegrated pairs. This is referred to as 'Pairs Trading' which is a bet on the mean reversion property of the spread.
statsmodels
Statsmodels: statistical modeling and econometrics in Python
stockScraper
scrape google finance
Time-Series-Analysis-Statistical-Arbitrage
This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.