statistical-arbitrage
There are 50 repositories under statistical-arbitrage topic.
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
letianzj/QuantResearch
Quantitative analysis, strategies and backtests
Kismuz/btgym
Scalable, event-driven, deep-learning-friendly backtesting library
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.
bradleyboyuyang/Statistical-Arbitrage
High-frequency statistical arbitrage
tibkiss/huba-v1
Pairs Trading using Statistical Arbitrage
chicago-joe/InteractiveBrokers-PairsTrading-Algo
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
Blue-Universe/Time-Series-Analysis-Statistical-Arbitrage
This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
cypherpunk-symposium/blockchain-science-rs
👾 my onchain research, foundry boilerplates, quant bots, algorithms - rust edition
conquerv0/Pynaissance
A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.
notaconduit/Statistical-Arbitrage-in-Cryptocurrencies
The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python
5ymph0en1x/SAAT
Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API
SergioIommi/Quant-Trading-Dashboards
Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression
adamd1985/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
arikaufman/algorithmicTrading
Experimenting with Algo Trading using Backtrader Python Module. Specifically, statistical arbitrage using cointegration.
anthonyli01/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.
miindisponi99/Statistical-Arbitrage-Emerging-Markets
Built a pairs trading strategy in emerging markets using a rolling Kalman-filter beta and spread half-life, with z-score position sizing, and comprehensive back-testing with liquidity adjustments and transaction cost analysis for enhanced risk management
Krexind/quant-trading
quantitative trading strategies including VIX Calculator, Pattern Recognition, Monte Carlo, Heikin-Ashi, Pair Trading
rzhadev1/statarb
generalized pairs trading and statistical arbitrage in python.
sjdKRM/EPAT
Executive Programme in Algorithmic Trading by QuantInsti
nirajdsouza/statistical-arbitage-strategy
Simple Python program to understand the basics of Statistical Arbitrage
oldoldjiang/statarber
statistic arbitrage strategy research tools
Xavierleeeugene/Trading_Strategies
This repository features a collection of in-depth quantitative trading strategies, as well as strategies based on technical analysis.
yllvar/RAMP-Trading
Regime-Adaptive Momentum Pairs (RAMP) Statistical Arbitrage: BTCUSDT vs XRPUSDT Backtesting
jeffzzzhang/pair_trading
pair trading(stat arb), July 2017
saimanish-p/pairs-trader-sim
A customisable pairs trading strategy simulator and dashboard.
Antkky/Eurgbp_Statistical_Arbitrage
Research & Backtesting Repo for a EURGBP Statistical Arbitrage Strategy with a Deep Q-Net Reinforcement Model
axwhyzee/stat-arb-dashboard
Visualize FX arbitrage portfolios. Form a portfolio by selecting a set instruments and corresponding beta values, using live FX data from OANDA.
beastytitan18/cointegration-vol-trading
Volatility Pairs Trading Strategy Implementation for NIFTY-BANKNIFTY using Implied Volatility and Cointegration Analysis | Python
ChengYuHan0406/LangevinArb
Exploring statistical arbitrage via Langevin dynamics with Lévy noise, featuring GPU-accelerated nonparametric estimation and win rate simulation.
EVIIIxEVIII/JohansenCointegrationTest
Numerically stable Johansen cointegration test written in C++ with statsmodels like API with 3 types of deterministic trend assumption
georgia-pj/statistical-arbitrage-strategy
This project implements a statistical arbitrage (pairs trading) strategy using historical stock price data (from yfinance). It demonstrates knowledge in quantitative modelling, financial data handling, Python programming, and statistical testing.
muMAJJI/Trading---Pair-Trading
Pairs trading strategy based on statistical arbitrage and cointegration, implemented in Python.
steeezyro/pairs-trading-strategy
Modular statistical arbitrage pipeline using KO–PEP equity spread, rolling z-score signals, and backtested PnL.
utkuatasoy/Quantitative-Arbitrage
This repository showcases Pairs trading bot exploiting mean reversion in cointegrated assets. Fetches data, runs Engle-Granger tests, generates signals (Z-Score/Bollinger), and backtests results. A PyQt GUI provides interactive configuration and real-time visualization.