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 15 public repositories matching this topic...
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.
python trading plotly pandas quant market-data strategy sharpe-ratio quantitative backtester optimisation pairs-trading backtesting moving-average mean-reversion quant-trading streamlit yfinance polars
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Nov 10, 2025 - Python
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
Closed-form solutions and fast calibration & simulation for SABR-based models with mean-reverting stochastic volatility
stochastic-volatility-models implied-volatility equity-options heston-model mean-reversion options-pricing sabr-model volatility-smile closed-form-solution volatility-surface implied-volatility-surface zabr-sabr
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Sep 23, 2025 - 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
Quick calculation for profit loss of trades.
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Sep 10, 2023 - Python
Predict price reversion signals for mean reverting stocks on NSE
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Jul 27, 2018 - 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
Algorithmic Trading Project
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Apr 9, 2024 - Python
Project of Group 6 - CS408 - APCS, HCMUS - 2025
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Apr 28, 2025 - 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
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
A Python project that finds cointegrated asset pairs and generates Z-score based trading signals. Simulates a portfolio backtest.
python finance numpy pandas matplotlib backtest quantitative-trading cointegration pairs-trading z-score mean-reversion yfinance
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Jul 26, 2025 - Python
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