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Search results for statistical arbitrage
statistical-arbitrage
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10 search results found
Quant Trading
⭐
3,853
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
Quantresearch
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1,410
Quantitative analysis, strategies and backtests
Btgym
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825
Scalable, event-driven, deep-learning-friendly backtesting library
Algorithmictrading
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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.
Interactivebrokers Pairstrading Algo
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81
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
Blockchain Science Rs
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46
👾 𝗺𝘆 𝗼𝗻-𝗰𝗵𝗮𝗶𝗻 𝗿𝗲𝘀𝗲𝗮𝗿𝗰𝗵, 𝗳𝗼𝘂𝗻𝗱𝗿𝘆 𝗯𝗼𝗶𝗹𝗲𝗿𝗽𝗹𝗮𝘁𝗲𝘀, 𝗾𝘂𝗮𝗻𝘁 𝗯𝗼𝘁𝘀, 𝗮𝗹𝗴𝗼𝗿𝗶𝘁𝗵𝗺𝘀 - 𝗿𝘂𝘀𝘁 𝗲𝗱𝗶𝘁𝗶𝗼𝗻
Statistical Arbitrage
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32
High-frequency statistical arbitrage
Pynaissance
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20
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.
Cryptoscalping
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17
High Performance Crypto Scalping Infrastructure and Market Making Engine Developed in Go.
Algotrading
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6
High Performance Algorithmic Trading Infrastructure and Backtesting Engine Developed in Python and Compiled with Numba.
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Quantitative Finance Statistical Arbitrage (3)
Quantitative Trading Statistical Arbitrage (3)
High Frequency Trading Statistical Arbitrage (3)
1-10 of 10 search results
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