pairs-trading
There are 26 repositories under pairs-trading topic.
letianzj / QuantResearch
Quantitative analysis, strategies and backtests
quantitative-financequantitative-tradingportfolio-managementrisk-managementderivatives-pricingmachine-learningdeep-learningbacktesting-trading-strategiestrading-strategiesstatistical-arbitrageasset-managementasset-allocationalgotradingtrading-algorithmsfinancial-analysispairs-tradingalgorithmic-tradingdata-sciencereinforcement-learningbacktestsLanguage:Jupyter Notebook 1844LongOnly / Quantitative-Notebooks
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Language:Jupyter Notebook 964- AlgorithmicTrading
JerBouma / AlgorithmicTrading
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 members of Optiver.
Language:Jupyter Notebook 841 joelowj / awesome-algorithmic-trading
A curated list of awesome algorithmic trading frameworks, libraries, software and resources
lukstei / trading-backtest
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
Language:Java 317KidQuant / Pairs-Trading-With-Python
This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equity markets: Pairs Trading.
Language:Jupyter Notebook 268wywongbd / pairstrade-fyp-2019
We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
Language:Python 255purvasingh96 / AI-for-Trading
📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com
Language:Jupyter Notebook 218bradleyboyuyang / Statistical-Arbitrage
High-frequency statistical arbitrage
Language:Jupyter Notebook 115chicago-joe / InteractiveBrokers-PairsTrading-Algo
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
Language:Python 82- Stock-Market-Analysis
storieswithsiva / Stock-Market-Analysis
😲🤑Method for Investors and Traders to make Buying and Selling Decisions. 😄Fundamental hare Market Analysis is about using Real data to evaluate a Stock's Value📊 📈 📉
stock-market-analysisanalysisfinancial-engineeringexcelstock-predictionsignalsquantitative-financequantitative-tradingquantitative-analysisfinancial-analysisfinancial-datastock-marketstock-analysisstock-tradingtrading-strategiespairs-tradingtechnical-analysistechnical-indicatorsmomentum-trading-strategystock-pricesLanguage:Jupyter Notebook 52 - pair-trading-view
dv-lebedev / pair-trading-view
Pair Trading View - .NET application for visual analysis of synthetic financial instruments based on statistical models.
Language:C# 50 IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
Find trading pairs with Machine Learning
Language:Jupyter Notebook 39LastAncientOne / Trading-Strategies-in-Emerging-Markets-Coursera
Design your own Trading Strategy
Language:Jupyter Notebook 3410mohi6 / stock-pairs-trading-python
stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
Language:Python 32- Language:Python 22
kanupriyaanand / Pairs_Trading_Quant
A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is categorized as a statistical arbitrage and convergence trading strategy.
Language:Python 19PythonForForex / alpaca-pairs-trading
Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn
Language:Python 17ozdemirozcelik / pairs-api
RESTful API for trading stocks (single or pairs), deployed on Heroku
Language:Python 11adamd1985 / pairs_trading_unsupervised_learning
The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimization
Language:Jupyter Notebook 7jhleong-quant-finance / R-pairstrading-shiny
Shiny frontend for the pairs trade search engine.
Language:R 7Rishik-J / QuantFinance
This repository contains a range of Financial Engineering Projects utilizing Data Science and Python to apply quantitative methods in the Financial markets
Language:Jupyter Notebook 7uhasan1 / awesome-algorithmic-trading
A curated list of awesome algorithmic trading frameworks, libraries, software and resources
wyattm94 / Pairs-Trading-Algorithm-with-Time-Series-Analysis
A custom-built pairs trading simulator in R to analyze different ways of coducting this type of trade on US Sector SPDRs. We assessed both commonly-used price and return correlations between assets as well as using model residuals for both ARIMA and GARCH (volatility) type time series modelling.
Language:R 6anthonyli01 / Statistical-Arbitrage-Pairs-Trading-Strategy
On-going project: I will be implementing a combination of pairs trading strategies in attempt to see which type performs best after backtesting. The main ideas involve cointegration, kalman filter, copulas, and machine learning approaches. Since it is a market-neutral strategy, we will analyse the performance on its alpha rather than sharpe ratio.
Language:Jupyter Notebook 5jquants-pairs-trading is a python library for backtest with japanese stock pairs trading using kalman filter, J-Quants on Python 3.8 and above.
Language:Python 4- Language:Jupyter Notebook 4
tejaslinge / Alpaca-Pairs-Trading-Bot
Pairs Trading Bot for NYSE built using Alpaca API & Python
Language:Python 3MsTao-68 / 2022-COMAP-C-DL
# 2022 COMAP Problem C chosen (Bitcoin and Gold Quant Trading
Language:Jupyter Notebook 2Yuriy-AP / Pair-Trading
Simple test of pair-trading investment strategy (2017)
Language:R 2Alan-JLLi / Final_Year_Project
This is our undergraduate final year project Stock Prediction Based On Deep Learning And Its Application In Pairs Trading(an interdisciplinary project from data science and financial mathematics)
Language:Jupyter Notebook 1- Language:Python 1
aneeshdurai / OLS-Pairs-Trading
In the following research, we will analyze the effects of pairs trading (multiple companies across multiple industries) excluding the profitability of such strategies. Rather, we will analyze various risk measures across all different pairings of stocks within their own respective industry across multiple industries.
Language:Jupyter Notebook 1Dongwei-Li-code / Pairs-Trading-Based-on-Copulas
Using Copulas model to capture non-linear relationship between stock pairs and conduct statistical arbitrage by pairs trading strategies.
Language:Jupyter Notebook 1Version 3 of RESTful API for trading stocks (single or pairs), deployed on Heroku
Language:Python 1vinicioalmeida / pairsTradingCointegration
Pairs Trading screening with cointegration in R
Language:R 1
