pair-trading

There are 5 repositories under pair-trading topic.

• quant-trading

  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

  trading-strategiesquantitative-tradingtrading-botquantitative-financealgorithmic-tradingmacdstatistical-arbitragebollinger-bandsmomentum-trading-strategyoptions-tradingoptions-strategiescommodity-tradingquanttrading-algorithmstrading-systemstrading-strategymomentum-strategyquantitative-trading-strategiesquantimental-analysispair-trading
  Language:Python 5439
• trials

  The-FinAI / trials

  Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarchical reinforcement learning. It includes the code for the proposed method and experimental results on real-world stock data to demonstrate its effectiveness.

  algorithm-tradingchinese-stockdeep-reinforcement-learningfinancefintechpair-tradingpytorchstable-baselines3stock-marketdrl-algorithmsdrl-frameworkdrl-trading-agentsfederated-reinforcement-learninghierarchical-reinforcement-learningtrading-tasks
  Language:Python 101

• 5ymph0en1x / Heptet

  Pair Trading - Reinforcement Learning - with Oanda Trading API

  deep-learningforexoandapair-tradingreinforcement-learningtensorflowtrading
  Language:Python 60

• shimonanarang / pair-trading

  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM

  cointegrationlstm-neural-networksmean-reversionpair-tradingpair-trading-strategy
  Language:Python 44

• ozdemirozcelik / pairs-ibkr

  Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API

  ibkr-apipair-tradingpythontradingtws-api
  Language:Python 23

• ozdemirozcelik / coint-tools

  Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]

  cointegrationdickey-fullerengle-grangerjupyter-notebookpair-tradingphillips-perron
  Language:Jupyter Notebook 13

• ozdemirozcelik / pairs-api

  RESTful API for trading stocks (single or pairs), deployed on Heroku

  apiapi-restflaskflask-jwt-extendedflask-restfulflask-sessionflask-sqlalchemypair-tradingpairs-tradingpostgrespythonrest-apisession-managementsqltrading-bottradingview-webhookstws-api
  Language:Python 11
• Pair-Trading

  guilhermessc / Pair-Trading

  Financial analysis and demonstration of the classic algorithmic trading method, pair trading. This analysis compares the portfolio's growth with the underlying assets value and volatility over time.

  algorithmic-tradingpair-tradingpair-trading-strategyfinancialfinancial-analysisstochastic-volatilityequityequity-researchquantitative-financequantitative-tradingbeta-hedging
  Language:Jupyter Notebook 10

• SergioIommi / Quant-Trading-Dashboards

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

  dashdashboardfeature-selectionkalman-filterlinear-regressionmachine-learningmean-reversionmongodbmultivariate-regressionnosqlpair-tradingpymongoquant-tradingquantitative-tradingregressionscikit-learnstatistical-arbitragesystematic-tradingxgboostyahoo-finance
  Language:Jupyter Notebook 8

• divyankm / Stock-Exchange-Data-Analysis

  Data Analysis on NSE indices

  machine-learning-algorithmsmomentum-trading-strategyoption-strategiesprobability-distributionstatisticstechnical-analysistime-series-forecastingdiscount-cash-flowfundamental-analysispair-tradingbacktesting
  Language:HTML 3

• Emad-Salehi / Algorithmic-Trading-Using-Deep-Reinforcement-Learning

  Developing a Deep Q-Network model for trading two correlated stocks (pair-trading) using Python.

  algorithmic-tradingdeep-q-networkdeep-reinforcement-learningpair-tradingpython
  Language:Jupyter Notebook 3

• jeffzzzhang / pair_trading

  pair trading(stat arb), July 2017

  pythonstatarbstatistical-arbitragepair-tradingcointegrationquant
  Language:Python 2

• zr7goat / Nautilus_Trader_Jerry_fall_2023

  Nautilus_Trader_Jerry_fall_2023 is a customized verision of Nautilus trader by Zhuoran "Jerry" Li on Fall 2023

  aialgotradingalpha-researchcythonhfthigh-frequency-tradingpair-tradingpython311quant-researchquant-tradingquantitative-financerusttime-series-analysis
  2

• DjoloCode / Trading-Strategies

  Various Trading Strategies implemented in Python

  arbitrage-tradingpair-tradingtradingtrading-strategies
  Language:Jupyter Notebook 0

• ozdemirozcelik / pairs-api-v2

  Version 2 of RESTful API for trading stocks (single or pairs), deployed on Heroku

  apiflaskflask-jwt-extendedflask-restfulflask-sqlalchemypair-tradingpostresqlpythonrest-apisqlsqlitewebhooks
  Language:JavaScript 0