mean-reversion

Trading bot service using NestJs with mean reversion & long short algorithms. Using https://alpaca.markets/ as the broker.

Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM

A quantitative trading strategy backtester with an interactive dashboard. Enables users to implement, test, and visualise trading strategies using historical market data, featuring customisable parameters and key performance metrics. Developed with Python and Polars.

The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python

Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression

Web app with TD Ameritrade integration, backtesting, and automated live trading. Nodejs and Angular

A mathematical tool that analyzes 30-day historical volatility to output the mathematically perfect "Grid" settings for sideways markets.

A systematic collection of swing trading setups, entry/exit rules, and backtested strategies — built for algorithmic and discretionary traders.

Production-grade Freqtrade fork for algorithmic trading on Hyperliquid. Multi-bot OHLCV/pairlist caching, PlateauSampler hyperopt, walk-forward with CPCV, custom hyperopt losses, liquidation detection, 32+ enhancements. Includes showcase strategies. Maintained by Freqtrade France.

Closed-form solutions and fast calibration & simulation for SABR-based models with mean-reverting stochastic volatility

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.

A professional-grade quantitative trading system that implements statistical arbitrage through mean-reversion strategies on cointegrated asset pairs.

AI-powered trading system for Polymarket prediction markets. Built on 40+ years of research using mean reversion, GPT-4o analysis, and multi-model paper trading. Live at polymarket-trading-dashboard.vercel.app

双策略量化交易框架 — 因子引擎 + 回测框架 + 行情雷达评分系统 | Dual-Strategy Quant Framework

Metatrader 5/MQL Implementation of Mean Reversion Algorithm

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.

Statistical arbitrage pairs trading project that scans the Dow Jones Global Titans 50 for cointegrated stock pairs and tests a mean-reversion trading strategy using Engle–Granger cointegration tests.

Algorithmic intraday short strategy for NSE India — detects morning surge stocks and shorts them for mean-reversion profits

A-share quant research platform: mean-reversion strategies, Kalman filter signals, A-share backtest engine (T+1, price limits, lot sizing), walk-forward optimization. Built on Chan's Algorithmic Trading methodology.

Autonomous Uniswap v3 spot bot on Base for <=$12 micro-accounts. Mean-reversion bands, QuoterV2 slippage protection, dedicated-wallet pattern. Part of the ARC ecosystem.