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https://github.com/jerbouma/algorithmictrading
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.
https://github.com/jerbouma/algorithmictrading
algorithm algorithmic-trading analysis arbitrage cointegration dual-listing finance options-arbitrage optiver pairs-trading python statistical-arbitrage
Last synced: about 6 hours ago
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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.
- Host: GitHub
- URL: https://github.com/jerbouma/algorithmictrading
- Owner: JerBouma
- License: mit
- Created: 2019-03-14T09:33:37.000Z (almost 6 years ago)
- Default Branch: master
- Last Pushed: 2023-08-13T07:15:17.000Z (over 1 year ago)
- Last Synced: 2025-01-15T00:16:06.310Z (7 days ago)
- Topics: algorithm, algorithmic-trading, analysis, arbitrage, cointegration, dual-listing, finance, options-arbitrage, optiver, pairs-trading, python, statistical-arbitrage
- Language: Jupyter Notebook
- Homepage: https://www.jeroenbouma.com/
- Size: 4.78 MB
- Stars: 904
- Watchers: 29
- Forks: 186
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
# Algorithmic Trading
This repository contains three ways to obtain arbitrage:
- Dual Listing Arbitrage
- Options Arbitrage
- Statistical Arbitrage
These are projects in collaboration with [Optiver](https://www.optiver.com/) and have been peer-reviewed by staff
members of Optiver. Therefore, much of the analysis are correct and give an indication how these methods work.
Please note that these methods can only be effective when written in C++ as speed is of utmost performance. Next to
that it requires a lightning fast connection (talking in nanoseconds) which is not feasible for the retail investor.
Any profits made by using these strategies is therefore by pure chance.
I suggest using my [FinanceDatabase](https://github.com/JerBouma/FinanceDatabase) to do fundamental analysis and base
your investment decisions on that since it has proven to be profitable.