u3Izx9ql7vW4's repositories
bybit-smm
bybit simple market maker
correlation_clustering
A python implementation of Correlation Clustering
econ_data
Python 3 examples of using economic data APIs and working with economic microdata. Includes bd CPS.
Orion
A machine learning library for detecting anomalies in signals.
pyts
A Python package for time series classification
awesome-public-datasets
A topic-centric list of HQ open datasets.
sample-market-maker
Sample BitMEX Market Making Bot
EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
Statistical-Arbitrage
High-frequency statistical arbitrage
pymc-examples
Examples of PyMC models, including a library of Jupyter notebooks.
cointanalysis
Python library for cointegration analysis. It carries out cointegration test and evaluates spread between cointegrated time-series based on scikit-learn API.
pairs_trading
experiments with pair trading
SABR_Volatility_Arbitrage
A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
mutual_information
Contains companion code for the Mutual Information YouTube channel
octodns
Tools for managing DNS across multiple providers
Pair_Trading_with_Box_Tiao_Decomposition
Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
Insider-Trading
This program extracts insider trading data from the sec website and stores it in excel file for the specified time frame.
SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
QuantResearch
Quantitative analysis, strategies and backtests
cvxportfolio
Portfolio optimization and simulation in Python
fi2010
FI2010 Dataset (Personal use) https://etsin.fairdata.fi/dataset/73eb48d7-4dbc-4a10-a52a-da745b47a649
High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
MachineLearningStocks
Using python and scikit-learn to make stock predictions
crypto
experiments with crypto trading
Option-Pricing
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
alphamodel
Alpha model skeletons & examples
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.