Trading bot service using NestJs with mean reversion & long short algorithms. Using https://alpaca.markets/ as the broker.

Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM

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.

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

Metatrader 5/MQL Implementation of Mean Reversion Algorithm

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.

Predict price reversion signals for mean reverting stocks on NSE

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

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.

Crypto trading bot that utilizes a Binance API for data

Pairs trading strategy based on statistical arbitrage and cointegration, implemented in Python.

Algorithmic Trading Project

Funding rate mean reversion trading system for Boros (Pendle's funding rate platform)

Mean Reversion

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.