JerBouma/AlgorithmicTrading resource
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver. observed · 2026-08-28
Health v2 · maintenance only
10/100
- Activity 0
- Release rhythm 35
- Longevity 100
Flags: no_releases archived
How is this computed?
round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-09-02. Adoption (stars, forks) is never an input.
- gap_med: n/a
- age_days: 2729
- days_rel: n/a
- days_push: 1116
- n_releases_24m: 0
Adoption not part of the score
1102 stars · 201 forks observed · 2026-08-28
What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-30, confidence not recorded
A collection of Jupyter Notebook projects demonstrating three arbitrage strategies (dual listing, options, and statistical arbitrage), developed in collaboration with and peer-reviewed by Optiver. It serves as an educational reference for quantitative trading analysis rather than a production trading system.
Use cases
- learn how statistical arbitrage and pairs trading work
- study cointegration-based trading strategies with Python notebooks
- understand dual listing and options arbitrage concepts
- find example quantitative finance analysis for coursework
- explore arbitrage strategies peer-reviewed by Optiver
- get a starting point for building trading strategy research
When to choose
- you want to learn or teach arbitrage and pairs trading concepts
- you need peer-reviewed example notebooks for quantitative finance education
- you want Python-based analysis of cointegration and options arbitrage
When to avoid
- you need a production-ready, low-latency trading system (the author notes real arbitrage requires C++ and nanosecond connections)
- you expect the strategies to be profitable for retail investors as-is
- you need a maintained trading library with an API rather than educational notebooks
Facets
learning-resource · maturity maintenance
trading data-science analytics fintech data-science education python algorithmic-trading arbitrage statistical-arbitrage pairs-trading cointegration options-arbitrage jupyter-notebooks quantitative-finance optiver
3 sources
- readme: https://github.com/JerBouma/AlgorithmicTrading · fetched 2026-08-28 · a36accfaa676
- homepage: https://www.jeroenbouma.com/ · fetched 2026-08-29 · 6d1c4d15ef40
- site_page: https://www.jeroenbouma.com/modelling/getting-started · fetched 2026-08-29 · 781e2373cbdf
Member repositories
| Repository | Role | Health v2 |
|---|---|---|
| JerBouma/AlgorithmicTrading | main | 10 |
For agents
markdown · JSON · MCP: product_card(name="JerBouma/AlgorithmicTrading")
Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem