statistical-arbitrage topic

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...

JerBouma

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Tradin...

je-suis-tm

Quantitative analysis, strategies and backtests

letianzj

Scalable, event-driven, deep-learning-friendly backtesting library

Kismuz

Pairs Trading using Statistical Arbitrage

tibkiss

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,...

conquerv0

Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API

5ymph0en1x

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

chicago-joe

my on-chain research, foundry boilerplates, quant bots, algorithms - rust edition

go-outside-labs

High-frequency statistical arbitrage

bradleyboyuyang