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The Top 4 Pairs Trading Statistical Arbitrage Open Source Projects

Open source projects categorized as Pairs Trading Statistical Arbitrage
Categories > Pairs Trading
Categories > Statistical Arbitrage
Quantresearch ⭐ 1,410
Quantitative analysis, strategies and backtests
most recent commit 8 months ago
Algorithmictrading ⭐ 606
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.
most recent commit 8 months ago
Interactivebrokers Pairstrading Algo ⭐ 76
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
most recent commit 2 years ago
Statistical Arbitrage ⭐ 32
High-frequency statistical arbitrage
most recent commit 9 months ago
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