We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
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Updated
Dec 8, 2022 - Python
We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is categorized as a statistical arbitrage and convergence trading strategy.
Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn
RESTful API for trading stocks (single or pairs), deployed on Heroku
jquants-pairs-trading is a python library for backtest with japanese stock pairs trading using kalman filter, J-Quants on Python 3.8 and above.
Pairs Trading Bot for NYSE built using Alpaca API & Python
Version 3 of RESTful API for trading stocks (single or pairs), deployed on Heroku
An algorithmic approach to select pairs of stocks for pairs trading.
Statistical arbitrage algorithms implemented in python
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