Research on statistical arbitrage in U.S. equities (1997–2007) shows that PCA-based strategies achieved average annual Sharpe ...

This project is a Python-based trading simulator that allows users to simulate trading strategies, manage an order book, and interact with a mock trading environment using various algorithmic traders.

MMUI-Quantum's defining feature is its complete source code rewritten in 10 major programming languages: C, C#, Go, Rust, ...

In part 2, we will design a relative value trading strategy that uses rolling averages to take advtange of deviations from " true " mean of their price ratio In part 3, we will construct a function ...