ChaosQuant / stockindex500View external linksLinks
Trend Prediction for High Frequency Trading
☆42Dec 8, 2022Updated 3 years ago
Alternatives and similar repositories for stockindex500
Users that are interested in stockindex500 are comparing it to the libraries listed below
Sorting:
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆13Jan 11, 2023Updated 3 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 5 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆179Sep 28, 2019Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Dec 12, 2021Updated 4 years ago
- Deep learning for limit order book trading and mid-price movement☆55Oct 20, 2020Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆115May 20, 2024Updated last year
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Jul 12, 2018Updated 7 years ago
- High Frequency Trading☆110Jun 10, 2018Updated 7 years ago
- Order Imbalance Strategy in High Frequency Trading☆141Jun 4, 2018Updated 7 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Feb 27, 2019Updated 6 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Oct 27, 2019Updated 6 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf tradin…☆22May 19, 2021Updated 4 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆71Jun 15, 2024Updated last year
- Deep learning for price movement prediction using high frequency limit order data☆38Oct 8, 2018Updated 7 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 9 years ago
- Exploring actor critic deep reinforcement learning methods for maximizing profits by learning stock trading strategies☆11Mar 24, 2023Updated 2 years ago
- oTree app for financial market experiments with high frequency trading☆28Aug 28, 2023Updated 2 years ago
- Example of order book modeling.☆58Jun 18, 2019Updated 6 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 years ago
- High Frequency Trading Strategies☆48Aug 14, 2017Updated 8 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆21Sep 6, 2024Updated last year
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72May 9, 2016Updated 9 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 7 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 4 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆168Aug 21, 2017Updated 8 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- ☆40Aug 15, 2017Updated 8 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆17Mar 21, 2019Updated 6 years ago
- Algorithmic and high-frequency trading book☆18Aug 5, 2020Updated 5 years ago