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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.

A mathematical tool that analyzes 30-day historical volatility to output the mathematically perfect "Grid" settings for sideways markets.

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.

The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python

Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression

Web app with TD Ameritrade integration, backtesting, and automated live trading. Nodejs and Angular

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.

A professional-grade quantitative trading system that implements statistical arbitrage through mean-reversion strategies on cointegrated asset pairs.

Closed-form solutions and fast calibration & simulation for SABR-based models with mean-reverting stochastic volatility

Metatrader 5/MQL Implementation of Mean Reversion Algorithm

Statistical arbitrage pairs trading project that scans the Dow Jones Global Titans 50 for cointegrated stock pairs and tests a mean-reversion trading strategy using Engle–Granger cointegration tests.

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.

AI-powered trading system for Polymarket prediction markets. Built on 40+ years of research using mean reversion, GPT-4o analysis, and multi-model paper trading. Live at polymarket-trading-dashboard.vercel.app

🎯 Vibe Coding Exercise: Build a production-grade mean-reversion analytics API from comprehensive specs. Complete documentation, mathematical foundation, API contracts, and system architecture included.

Mean-reversion framework on Hong Kong Tracker Fund (2800.HK) with rolling hedge ratio and transaction cost awareness

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.

Predict price reversion signals for mean reverting stocks on NSE

Crypto trading bot that utilizes a Binance API for data