Trading bot service using NestJs with mean reversion & long short algorithms. Using https://alpaca.markets/ as the broker.
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Dec 10, 2020 - TypeScript
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mean-reversion
Here are 27 public repositories matching this topic...
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
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
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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Oct 17, 2025 - Python
Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression
machine-learning mongodb dashboard nosql linear-regression scikit-learn pymongo regression feature-selection dash xgboost kalman-filter yahoo-finance quantitative-trading multivariate-regression statistical-arbitrage mean-reversion quant-trading pair-trading systematic-trading
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Nov 1, 2023 - Jupyter Notebook
Web app with TD Ameritrade integration, backtesting, and automated live trading. Nodejs and Angular
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May 29, 2024 - TypeScript
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
Metatrader 5/MQL Implementation of Mean Reversion Algorithm
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Dec 12, 2022 - MQL5
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
SwitchGain is a Python-based algorithmic trading project implementing Momentum and Mean Reversion strategies on stock data. It automates signal generation using technical indicators (RSI, Bollinger Bands) and provides performance analytics.
python data-science trading-strategies quantitative-finance algorithmic-trading rsi stock-analysis mean-reversion bollinger-bands momentum-trading-strategy algorithmic-trading-strategies yfinance yfinance-api algorithmic-trading-backtests mean-reversion-strategy rsi-strategy momentum-trading mean-reversion-trading
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Jun 28, 2025 - Jupyter Notebook
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
🎯 Vibe Coding Exercise: Build a production-grade mean-reversion analytics API from comprehensive specs. Complete documentation, mathematical foundation, API contracts, and system architecture included.
python rust documentation time-series trading statistical-analysis educational quantitative-finance api-design coding-exercise mean-reversion vibe-coding
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Oct 6, 2025
Pairs trading strategy based on statistical arbitrage and cointegration, implemented in Python.
python quantitative-trading cointegration pairs-trading statistical-arbitrage mean-reversion financial-modeling trading-strategy
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May 1, 2025 - Jupyter Notebook
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
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