Alternatives and similar repositories for Market-Microstructure

Users that are interested in Market-Microstructure are comparing it to the libraries listed below

• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆40Updated 5 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆18Updated 4 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆25Updated 2 years ago
• sle14 / Options-market-making-using-a-stochastic-control-approach
  Derivation of analytical expressions of optimal quotes for market making in options.
  ☆20Updated 3 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• jshellen / statarb
  ☆36Updated 4 years ago
• pengxin123 / mth-9879
  Baruch course - Market Microstructure
  ☆14Updated 9 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆63Updated 6 years ago
• Idriss-Afra / Stochastic-Volatility-Inspired-Model
  This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.
  ☆10Updated 5 months ago
• 1scarecrow1 / Options-Market-Making
  Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask credit. Further, outstanding del…
  ☆10Updated 2 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆20Updated 3 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆68Updated last year
• ialpatov / hft
  High Frequency Market Making: Optimal Quoting
  ☆13Updated 2 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated 2 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• joomong / HFT-Research
  Optimal high-frequency market making strategy
  ☆24Updated 9 months ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆67Updated 2 years ago
• AdrienCss / OptionTrading
  Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.
  ☆26Updated last year
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆30Updated 4 years ago
• dpicone1 / LiborMarketModel
  Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option
  ☆12Updated 5 years ago
• TYtianyang / scbnn
  Implied volatility surface interpolation with shape-constrained bayesian neural network.
  ☆15Updated 3 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆30Updated 2 years ago
• IanLKaplan / pairs_trading
  ☆31Updated 2 years ago
• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆26Updated last year
• armoreal / hft
  High Frequency Trading Strategies
  ☆49Updated 8 years ago
• Sarabmonga07 / Kernel-Smoothing-Technique-for-Option-Derivatives-
  Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …
  ☆11Updated 4 years ago
• git-kevinxuhuili / KalmaN-Filter-Based-Pairs-Trading-Strategy-with-HMM
  A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading
  ☆18Updated 4 years ago
• xhshenxin / Micro_Price
  ☆52Updated 4 years ago
• echalkpad / MTH9894-Algo-Trading
  Baruch MFE MTH9894
  ☆13Updated 8 years ago
• MarcosCarreira / LimitOrderBooks
  Basic Limit Order Book functions
  ☆22Updated 7 years ago