Web app with TD Ameritrade integration, backtesting, and automated live trading. Nodejs and Angular
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Updated
May 29, 2024 - TypeScript
Web app with TD Ameritrade integration, backtesting, and automated live trading. Nodejs and Angular
Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
Trading bot service using NestJs with mean reversion & long short algorithms. Using https://alpaca.markets/ as the broker.
Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression
Testing ideas for trading strategies
Crypto trading bot that utilizes a Binance API for data
The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python
Predict price reversion signals for mean reverting stocks on NSE
Metatrader 5/MQL Implementation of Mean Reversion Algorithm
A simple algorithm and backtest in R that trades cattle futures on a mean reversion strategy.
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.
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.
Quick calculation for profit loss of trades.
Algorithmic Trading Project
MATLAB codes and figures for modelling geometric Brownian and mean-reverting market demand dynamics
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