Trading bot service using NestJs with mean reversion & long short algorithms. Using https://alpaca.markets/ as the broker.
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Dec 10, 2020 - TypeScript
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mean-reversion
Here are 20 public repositories matching this topic...
Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
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Sep 24, 2020 - Python
Web app with TD Ameritrade integration, backtesting, and automated live trading. Nodejs and Angular
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May 29, 2024 - TypeScript
Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression
machine-learning mongodb dashboard nosql linear-regression scikit-learn pymongo regression feature-selection dash xgboost kalman-filter yahoo-finance quantitative-trading multivariate-regression statistical-arbitrage mean-reversion quant-trading pair-trading systematic-trading
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Nov 1, 2023 - Jupyter Notebook
The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python
python finance trading data-analysis portfolio-optimization cryptocurrencies quantitative-analysis statistical-arbitrage mean-reversion coingecko coingecko-api
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Aug 25, 2024 - Python
OpenFintech is a financial analysis library designed for Python developers and financial analysts. It provides powerful tools for conducting both trend following and mean reversion analyses, utilizing financial market data. This project aims to make complex financial algorithms accessible and easy to use.
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Mar 16, 2024 - Python
Metatrader 5/MQL Implementation of Mean Reversion Algorithm
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Dec 12, 2022 - MQL5
Quick calculation for profit loss of trades.
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Sep 10, 2023 - Python
This script implements a mean reversion strategy for a given stock. It calculates the z-scores for the stock's price and generates entry and exit signals based on predefined thresholds. The script also performs a backtest on the strategy and visualizes the returns.
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Jun 24, 2023 - Python
Crypto trading bot that utilizes a Binance API for data
trading trading-bot trading-strategies trading-algorithms binance mean-reversion binance-api binance-trading-bot
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Mar 31, 2023 - Python
Predict price reversion signals for mean reverting stocks on NSE
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Jul 27, 2018 - Python
Algorithmic Trading Project
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Apr 9, 2024 - Python
This is a project exploring dual-strategy trading algorithm using mean reversion and momentum for VN30F1M futures market. Project of Group 7 - CS408 - APCS, HCMUS - 2025
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Apr 28, 2025 - Python
Pairs trading strategy based on statistical arbitrage and cointegration, implemented in Python.
python quantitative-trading cointegration pairs-trading statistical-arbitrage mean-reversion financial-modeling trading-strategy
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May 1, 2025 - Jupyter Notebook
Project of Group 6 - CS408 - APCS, HCMUS - 2025
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Apr 28, 2025 - Python
MATLAB codes and figures for modelling geometric Brownian and mean-reverting market demand dynamics
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Aug 2, 2022 - MATLAB
An exposition of a simple pairs trading strategy on two stocks (Bajaj Finserv and Indian Bank) in the Nifty500, at the one-minute time frequency, in order to demonstrate some of the core ideas of statistical arbitrage strategies.
time-series cointegration pairs-trading time-series-analysis statistical-arbitrage mean-reversion stationarity statarb mean-reversion-strategy mean-reversion-trading
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Oct 18, 2024 - Jupyter Notebook
Hybrid Trading Strategy for VN30F1M Futures Combines SMA-100 and RSI-14 indicators to exploit trend-following and mean-reversion opportunities. Project of Group 9 - CS408 - APCS, HCMUS - 2025
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May 2, 2025 - Python
Project of Group 4 - CS408 - APCS, HCMUS - 2025
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May 5, 2025 - Jupyter Notebook
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