statistical-arbitrage
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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
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Apr 14, 2024 - Python
Quantitative analysis, strategies and backtests
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Aug 26, 2023 - Jupyter Notebook
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.
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Aug 13, 2023 - Jupyter Notebook
Scalable, event-driven, deep-learning-friendly backtesting library
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Aug 28, 2021 - Python
High-frequency statistical arbitrage
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Jul 30, 2023 - Jupyter Notebook
Pairs Trading using Statistical Arbitrage
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Jul 9, 2022 - Python
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
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May 14, 2025 - Python
👾 my on-chain research, foundry boilerplates, quant bots, algorithms - rust edition
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Dec 9, 2025 - Solidity
This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
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Feb 19, 2020 - Jupyter Notebook
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.
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Aug 25, 2023 - Jupyter Notebook
The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python
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Aug 25, 2024 - Python
Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression
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Nov 1, 2023 - Jupyter Notebook
The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimization
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Mar 7, 2024 - Jupyter Notebook
quantitative trading strategies including VIX Calculator, Pattern Recognition, Monte Carlo, Heikin-Ashi, Pair Trading
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Feb 20, 2026 - Python
Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API
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Nov 4, 2019 - Python
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
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Aug 10, 2024 - Jupyter Notebook
Experimenting with Algo Trading using Backtrader Python Module. Specifically, statistical arbitrage using cointegration.
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Aug 17, 2022 - Python
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.
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Jul 20, 2024 - Jupyter Notebook
Executive Programme in Algorithmic Trading by QuantInsti
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Jan 13, 2025 - Jupyter Notebook
A professional-grade quantitative trading system that implements statistical arbitrage through mean-reversion strategies on cointegrated asset pairs.
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Jan 7, 2026 - Python
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