statistical-arbitrage
There are 33 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
autistic-symposium/blockchain-science-rs
👾 my onchain research, foundry boilerplates, quant bots, algorithms - rust edition
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.
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.
5ymph0en1x/SAAT
Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API
arikaufman/algorithmicTrading
Experimenting with Algo Trading using Backtrader Python Module. Specifically, statistical arbitrage using cointegration.
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
easyeleven/Statistical-Arbitrage-in-Cryptocurrencies
The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python
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
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.
oldoldjiang/statarber
statistic arbitrage strategy research tools
rzhadev1/statarb
generalized pairs trading and statistical arbitrage in python.
jeffzzzhang/pair_trading
pair trading(stat arb), July 2017
Xavierleeeugene/Trading_Strategies
This repository features a collection of in-depth quantitative trading strategies, as well as strategies based on technical analysis.
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.
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.
brianabod/fe_investing
Iron Investing: Statistical Arbitrage for Portfolio Optimization
d-roizman/arbitrage-algorithms
Statistical arbitrage algorithms implemented in python
eualezandre/Field-Project---Pairs-Trading
Projeto de Field Project na Oráma Investimentos que visa o desenvolvimento de mecanismos de arbitragem estatística com estratégia de pairs trading no mercado de ações.
left-nullspace/cointegration-exploration-python
This project explores pairs trading as a market-neutral strategy by leveraging statistical relationships between cointegrated assets to exploit mean-reverting behavior. inspired and adapted from the quant trading room
achadha5/stat-arb-crypto
Statistical Arbitrage in Cryptocurrencies Project
George-Dros/Pair_trading
A pair-trading algorithm using cointegration, linear regression, and Z-score-based entry/exit rules. The strategy, applied to validated stock pairs, achieved consistent portfolio growth from $24,050 to $25,489.50 over 2 years through trading simulation.
jonadiazm/momentum_residual_analysis
Analysis of an investment strategy known as Residual Momentum on the New York Stock Exchange (NYSE) is based on the premise that stock returns exhibit a certain "inertia", which gives rise to the phenomenon known as the "momentum effect".
ngozzi/statarb
Official repository for the team "FinNet Folks" at the CNWW 2021 (https://vermontcomplexsystems.org/events/cnww/)
sjdKRM/EPAT
Executive Programme in Algorithmic Trading by QuantInsti