Projects in Awesome Lists tagged with statistical-arbitrage

https://github.com/je-suis-tm/quant-trading

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

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

Last synced: 14 May 2025

https://github.com/letianzj/quantresearch

Quantitative analysis, strategies and backtests

algorithmic-trading algotrading asset-allocation asset-management backtesting-trading-strategies backtests data-science deep-learning derivatives-pricing financial-analysis machine-learning pairs-trading portfolio-management quantitative-finance quantitative-trading reinforcement-learning risk-management statistical-arbitrage trading-algorithms trading-strategies

Last synced: 14 Apr 2025

https://github.com/letianzj/QuantResearch

Quantitative analysis, strategies and backtests

algorithmic-trading algotrading asset-allocation asset-management backtesting-trading-strategies backtests data-science deep-learning derivatives-pricing financial-analysis machine-learning pairs-trading portfolio-management quantitative-finance quantitative-trading reinforcement-learning risk-management statistical-arbitrage trading-algorithms trading-strategies

Last synced: 30 Mar 2025

https://github.com/Kismuz/btgym

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

a3c advantage-actor-critic algorithmic-trading-library algoritmic-trading backtesting-trading-strategies backtrader deep-reinforcement-learning gym-environment hacktoberfest openai-gym policy-gradient policy-optimisation quantitive-finance reinforcement-learning statistical-arbitrage tensorflow time-series unreal

Last synced: 24 Mar 2025

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.

algorithm algorithmic-trading analysis arbitrage cointegration dual-listing finance options-arbitrage optiver pairs-trading python statistical-arbitrage