julestan Goto Github PK

btgym

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

gulp

The streaming build system

high-frequency-trading-model-with-ib

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

ib-trading-models-and-backtester

Modular trading models with Interactive Brokers and backtester in Python

ibhistoricaldatadownloader

Downloads historical data from Interactive Brokers

ibpy

Python API for the Interactive Brokers on-line trading system.

laboratory

mastering-python-for-finance-source-codes

Accompanying source codes for my book 'Mastering Python for Finance'.

mina

Mina is a new cryptocurrency with a constant size blockchain, improving scaling while maintaining decentralization and security.

pair_trading

pair trading(stat arb), July 2017

quant-trading

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

quantinsti-final-project-statistical-arbitrage

QuantInsti EPAT: Final Project on Statistical Arbitrage

saat

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

stakewars

Stake Wars leaderboard and place to report issues

statarber

statistic arbitrage strategy research tools

statistical-arbitrage-algorithmic-trading

A Project to identify statistical arbitrage opportunities between cointegrated pairs. This is referred to as 'Pairs Trading' which is a bet on the mean reversion property of the spread.

statsmodels

Statsmodels: statistical modeling and econometrics in Python

stockscraper

scrape google finance

time-series-analysis-statistical-arbitrage

This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.