mean-reversion
There are 17 repositories under mean-reversion topic.
daniel-trevino/trading-bot
Trading bot service using NestJs with mean reversion & long short algorithms. Using https://alpaca.markets/ as the broker.
shimonanarang/pair-trading
Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
Artimatic/td-algorithmic-trading-in-angular
Web app with TD Ameritrade integration, backtesting, and automated live trading. Nodejs and Angular
SergioIommi/Quant-Trading-Dashboards
Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression
fplon/trading_strategies
Testing ideas for trading strategies
Laurier-Fintech/OpenFintech
OpenFintech is a financial analysis library designed for Python developers and financial analysts. It provides powerful tools for conducting both trend following and mean reversion analyses, utilizing financial market data. This project aims to make complex financial algorithms accessible and easy to use.
easyeleven/Statistical-Arbitrage-in-Cryptocurrencies
The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python
PatchOnTheEdge/Mean-Reversion-Trading-Algorithm
Metatrader 5/MQL Implementation of Mean Reversion Algorithm
aadhavr/mean_reverting_algo
This script implements a mean reversion strategy for a given stock. It calculates the z-scores for the stock's price and generates entry and exit signals based on predefined thresholds. The script also performs a backtest on the strategy and visualizes the returns.
AdamKaraki/BinanceCryptoTrader
Crypto trading bot that utilizes a Binance API for data
ThomasAFink/trading-profit-loss-diagram-and-simple-trading-probabilities
Quick calculation for profit loss of trades.
saumyagshah/auquan_capstone
Predict price reversion signals for mean reverting stocks on NSE
ektoravlonitis/Trading-Strategies-Implementation
Algorithmic Trading Project
hfurqan/meanreversion
Mean Reversion
abhinavr2121/Cattle_Crush
A simple algorithm and backtest in R that trades cattle futures on a mean reversion strategy.
yilvas09/BSc-thesis-supplements
MATLAB codes and figures for modelling geometric Brownian and mean-reverting market demand dynamics
alichopping/Mid-Frequency-Statistical-Arbitrage
An exposition of a simple pairs trading strategy on two stocks (Bajaj Finserv and Indian Bank) in the Nifty500, at the one-minute time frequency, in order to demonstrate some of the core ideas of statistical arbitrage strategies.