pairs-trading

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.

python finance algorithm analysis algorithmic-trading arbitrage cointegration pairs-trading statistical-arbitrage dual-listing optiver options-arbitrage

UpdatedAug 13, 2023
Jupyter Notebook

joelowj /awesome-algorithmic-trading

Star867

A curated list of awesome algorithmic trading frameworks, libraries, software and resources

machine-learning trading trading-strategies quantitative-finance quantitative-trading pairs-trading quantitative-analysis factor-model algorithmic-trading-strategies

UpdatedMay 21, 2019

KidQuant /Pairs-Trading-With-Python

Star371

This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equity markets: Pairs Trading.

machine-learning statistics trading machine-learning-algorithms trading-strategies trading-algorithms quantitative-finance finances pairs-trading quants pairs-trading-strategy

UpdatedApr 1, 2024
Jupyter Notebook

purvasingh96 /AI-for-Trading

Star360

📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here:https://purvasingh.medium.com

udacity trading nanodegree portfolio-optimization cosine-similarity volatility factor-models pairs-trading backtesting nlp-tasks alpha-factors momentum-trading-strategy ai-for-trading risk-factor-models

UpdatedDec 25, 2020
Jupyter Notebook

lukstei /trading-backtest

Star327

A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model

java finance trading stock quantitative-finance kalman-filter backtest quantitative-trading cointegration backtesting-engine pairs-trading cointegration-strategy

UpdatedJul 20, 2021
Java

wywongbd /pairstrade-fyp-2019

Star259

We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.

machine-learning reinforcement-learning pairs-trading

UpdatedDec 8, 2022
Python

bradleyboyuyang /Statistical-Arbitrage

Star175

High-frequency statistical arbitrage

black-scholes pairs-trading statistical-arbitrage high-frequency-trading brownian-motion backtesting-frameworks wiener-process vasicek option-greeks ornstein-uhlenbeck-process

UpdatedJul 30, 2023
Jupyter Notebook

chicago-joe /InteractiveBrokers-PairsTrading-Algo

Star89

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

python3 hft algorithmic-trading backtesting-trading-strategies pairs-trading interactive-brokers statistical-arbitrage livedata ibapi backtester-python

UpdatedJun 21, 2022
Python

storieswithsiva /Stock-Market-Analysis

Star68

😲🤑Method for Investors and Traders to make Buying and Selling Decisions. 😄Fundamental hare Market Analysis is about using Real data to evaluate a Stock's Value📊 📈 📉

analysis excel signals stock-market trading-strategies quantitative-finance technical-analysis stock-prices financial-data financial-analysis technical-indicators quantitative-trading stock-prediction pairs-trading stock-analysis financial-engineering quantitative-analysis stock-trading stock-market-analysis momentum-trading-strategy

UpdatedJul 3, 2020
Jupyter Notebook

dv-lebedev /pair-trading-view

Star50

Pair Trading View - .NET application for visual analysis of synthetic financial instruments based on statistical models.

finance trading stock-market pairs visual-analysis shares stocks investment statistical-models pairs-trading synthetic-financial-instruments

UpdatedAug 1, 2023
C#

IgorWounds /Cluster-Analysis-Machine-Learning-for-Pairs-Trading

Star41

Find trading pairs with Machine Learning

algotrading cluster-analysis pairs-trading algotrading-machine-learning

UpdatedMay 26, 2021
Jupyter Notebook

10mohi6 /stock-pairs-trading-python

Star36

stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.

python stock kalman-filter backtest pairs-trading

UpdatedSep 19, 2023
Python

LastAncientOne /Trading-Strategies-in-Emerging-Markets-Coursera

Star36

Design your own Trading Strategy

trading analysis coursera stock stock-market sharpe-ratio ticker trading-strategies stock-prices pairs-trading stock-analysis stock-trading trading-strategy

UpdatedFeb 25, 2024
Jupyter Notebook

aconstandinou /pairs-trading-equities

Star24

python quantitative-finance equities pairs-trading

UpdatedAug 11, 2018
Python

kanupriyaanand /Pairs_Trading_Quant

Star23

A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is categorized as a statistical arbitrage and convergence trading strategy.

python statistics linear-regression combinatorics quantitative-finance pairs-trading