#Statistical-arbitrage
Showing 11 of 11 repositories tagged #statistical-arbitrage, ranked by stars
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
Quantitative analysis, strategies and backtests
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.
Pairs Trading using Statistical Arbitrage
👾 my on-chain research, foundry boilerplates, quant bots, algorithms - rust edition
quantitative trading strategies including VIX Calculator, Pattern Recognition, Monte Carlo, Heikin-Ashi, Pair Trading
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.
The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using 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
Experimenting with Algo Trading using Backtrader Python Module. Specifically, statistical arbitrage using cointegration.
Executive Programme in Algorithmic Trading by QuantInsti