pair-trading

Here are 5 public repositories matching this topic...

je-suis-tm / quant-trading

Star

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

trading-bot quant trading-strategies trading-algorithms quantitative-finance algorithmic-trading quantitative-trading trading-systems statistical-arbitrage macd options-trading bollinger-bands options-strategies momentum-strategy quantitative-trading-strategies trading-strategy pair-trading momentum-trading-strategy commodity-trading quantimental-analysis

Updated Apr 13, 2021
Python

5ymph0en1x / Heptet

Star

Pair Trading - Reinforcement Learning - with Oanda Trading API

reinforcement-learning deep-learning trading tensorflow oanda forex pair-trading

Updated Dec 16, 2019
Python

shimonanarang / pair-trading

Star

Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM

lstm-neural-networks cointegration mean-reversion pair-trading pair-trading-strategy

Updated Sep 24, 2020
Python

jeffzzzhang / pair_trading

Star

pair trading(stat arb), July 2017

python quant cointegration statistical-arbitrage statarb pair-trading

Updated Nov 21, 2018
Python

guilhermessc / Pair-Trading

Star

Financial analysis and demonstration of the classic algorithmic trading method, pair trading. This analysis compares the portfolio's growth with the underlying assets value and volatility over time.

financial financial-analysis algorithmic-trading pair-trading stochastic-volatility pair-trading-strategy

Updated Oct 28, 2020
Jupyter Notebook

Improve this page

Add a description, image, and links to the pair-trading topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the pair-trading topic, visit your repo's landing page and select "manage topics."

Learn more