Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Lisboa).

這是一個基於Spring Boot架構的加密貨幣配對交易機器人，專為在幣安永續合約市場進行統計套利交易而設計。系統採用先進的統計方法自動分析相關資產的價格關係，識別價格偏離的套利機會，並執行交易以獲取潛在利潤。

A low frequency statistical arbitrage strategy

MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relative Inventory Penalties" (http://www.utstat.utoronto.ca/~ali/papers/PairsTrading.pdf)

An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portfolios for retail and institutional investors. As prices for cryptocurrencies continue to break previous highs, the race is on for investors to develop a trading strategy that can take advantage of the high volatility and fluctuation that exists in the crypto markets. The pairs trading strategy is an example of a market-neutral strategy that attempts to take advantage of the mean reversion principle to eliminate inefficiencies between two highly correlated assets. In a market that is riddled with inefficiencies, the pairs trading strategy might be a highly effective and lucrative trading stagey for investors in crypto markets.

金融计量 基于协整的配对交易

Shiny frontend for the pairs trade search engine.

No description available

A high-frequency trading algorithm implemented in python. We use the NSGA-II (Non dominated sorting genetic algorithm) for multi-objective optimisation to find optimal pairs to trade. We attempt to use objective functions including the Augmented Dickey-Fuller test statistic, standard deviation, number of zeroes crossed and the norm of the spread.

No description available

Pairs trading quantitative trading strategy.

No description available

Using Digital Currencies Data

Pairs Trading in Matlab

This is the code and documents for the pairstrading paper

Pairs Trading code to go along with my livestream

This is a Team Project made specially for the Inter IIT Tech Bootcamp specialising in the basic concepts of Pair's Trading and Choosing stratergy for pairs!

Backtest another common trading strategy: Pairs Trading

Cointegration test for pairs trading between two time series.

The files related to the Pairs trading strategy project done under Finance and Analytics club, IIT Kanpur

MSE445

The algorithm of searching for pontential pairs trading pair

No description available

pairstrading model with reinforcement learning

A python example of Statistical Arbitrage - Pairs Trade

Pairs trading project

No description available

No description available

Paris Trading

No description available