Algorithmic trading strategies for pairs and basket trading in cross-commodity markets

ArbiterLabs

Jupyter notebooks implementing Finance projects

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.

An exposition of a simple pairs trading strategy on two stocks (Bajaj Finserv and Indian Bank) in the Nifty500, at the one-minute time frequency, in order to demonstrate some of the core ideas of statistical arbitrage strategies.

Verification of a quantitative trading strategy using bootstrap OU calibration and backtesting.

Using powerlaws to define trading expert advisors

Perform ADF-Test (stationarity test) on several forex pairs at once and rank the results from the most mean-reversion tendency to least