Globe-Research / bitfearLinks
Fear and volatility in crypto markets
☆14Updated 3 years ago
Alternatives and similar repositories for bitfear
Users that are interested in bitfear are comparing it to the libraries listed below
Sorting:
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago
- ☆12Updated 2 years ago
- Using Q-learning to better navigate orderbooks.☆23Updated 7 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆20Updated 9 months ago
- ☆36Updated 8 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 …☆10Updated 9 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 3 years ago
- ☆11Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Models and programs developed as part of XTX Forecastin Challenge 2019☆28Updated 2 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆15Updated 5 years ago
- Backtesting tool on tick data☆11Updated 9 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Updated 8 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆40Updated 2 years ago
- Hawkes with Latency☆20Updated 5 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆25Updated 7 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- Vpin caculation and backtesting☆14Updated 6 years ago
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 4 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 7 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆43Updated 7 years ago
- A decade of trend following returns in crypto-asset markets☆26Updated 5 years ago
- ☆25Updated 10 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Modeling the volatility of commodity futures Indices☆15Updated 8 years ago