HackMelbourne / Optiver_RTG_WorkshopLinks
Learn to build an autotrader with Optiver's Ready Trader Go Simulator
☆64Updated 3 years ago
Alternatives and similar repositories for Optiver_RTG_Workshop
Users that are interested in Optiver_RTG_Workshop are comparing it to the libraries listed below
Sorting:
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆85Updated 2 years ago
- 🥳 winner of the Optiver challenge: making your own trading bot 🤖☆34Updated 5 years ago
- Submission for Optiver's 2023 ReadyTraderGo.☆28Updated 2 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆216Updated 2 years ago
- Backtester for IMC Prosperity 2 algorithms☆61Updated last year
- A collection of homeworks of market microstructure models.☆253Updated 7 years ago
- This repository contains our solution to the IMC Prosperity Challenge☆47Updated 2 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆119Updated 2 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆233Updated 3 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- ☆127Updated 3 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆250Updated 2 weeks ago
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆72Updated 2 years ago
- The book <Advanced Algorithmic Trading> and its source code☆60Updated 7 years ago
- High-frequency statistical arbitrage☆215Updated 2 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆183Updated last year
- real high-frequency-trading system based on c++☆95Updated 6 years ago
- CS7641 Team project☆96Updated 5 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆131Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 5 years ago
- Jane Street quant interview/test☆111Updated 8 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆152Updated 2 years ago
- A curated list of Quantitative Finance papers.☆66Updated 7 months ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆74Updated last year
- experiments with pair trading☆313Updated 8 months ago
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆198Updated 2 years ago
- World Quant 101 alphas的计算和策略化☆289Updated 8 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆109Updated last year
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆127Updated 3 years ago
- ☆136Updated 8 months ago