arbitragelab

ArbitrageLab is a collection of algorithms from the best academic journals and graduate-level textbooks, which focuses on the branch of statistical arbitrage known as pairs trading. We have extended the implementations to include the latest methods that trade a portfolio of n-assets (mean-reverting portfolios).


Keywords
arbitrage, finance, investment, education, trading
License
BSD-3-Clause
Install
pip install arbitragelab==1.0.0

Documentation

Welcome to the Arbitrage Laboratory!

What was only possible with the help of huge R&D teams is now at your disposal, anywhere, anytime.

ArbitrageLab is a python library that includes both end-to-end strategies and strategy creation tools that cover the whole range of strategies defined by Krauss' taxonomy for pairs trading strategies.

What is ArbitrageLab?

ArbitrageLab is an open-source python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

View the documentation to get started.

Special Thank You:

A lot of passion and love went into the creation of this library, and we would like to say special thank you to:

Original Team:

A heartfelt thank you to Illya and Valeriia for your exceptional contributions to ArbitrageLab. Your dedication and talent have been instrumental in enhancing the library and company as a whole. Your technical ingenuity, and meticulous attention to detail, have not only enriched our project but also set a high standard for excellence. We deeply appreciate your hard work and commitment to making ArbitrageLab a success.

A special thank you to Dirk for the quality time and deep insights you have dedicated to enhancing our business. Your expertise and motivational efforts were, and continue to be invaluable. We greatly appreciate your commitment and enthusiastic support. We couldn't have asked for a better Start-Up Advisor!

Core Contributions

Dedicated to WorldQuant University (WQU)

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Learn To Build Production Ready Python Libraries

We have released a course on Udemy that you can follow to produce your own open-source projects for finance.