Pinned Repositories
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.
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
JulesTan's Repositories
JulesTan/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
JulesTan/btgym
Scalable, event-driven, deep-learning-friendly backtesting library
JulesTan/gulp
The streaming build system
JulesTan/High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
JulesTan/IB-Trading-Models-And-Backtester
Modular trading models with Interactive Brokers and backtester in Python
JulesTan/IBHistoricalDataDownloader
Downloads historical data from Interactive Brokers
JulesTan/IbPy
Python API for the Interactive Brokers on-line trading system.
JulesTan/laboratory
JulesTan/Mastering-Python-for-Finance-source-codes
Accompanying source codes for my book 'Mastering Python for Finance'.
JulesTan/mina
Mina is a new cryptocurrency with a constant size blockchain, improving scaling while maintaining decentralization and security.
JulesTan/pair_trading
pair trading(stat arb), July 2017
JulesTan/QuantInsti-Final-Project-Statistical-Arbitrage
QuantInsti EPAT: Final Project on Statistical Arbitrage
JulesTan/SAAT
Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API
JulesTan/stakewars
Stake Wars leaderboard and place to report issues
JulesTan/statarber
statistic arbitrage strategy research tools
JulesTan/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.
JulesTan/statsmodels
Statsmodels: statistical modeling and econometrics in Python
JulesTan/stockScraper
scrape google finance
JulesTan/Time-Series-Analysis-Statistical-Arbitrage
This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.