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
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mean-reversion
Here are 9 public repositories matching this topic...
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
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
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