HackMelbourne / Optiver_RTG_Workshop
Learn to build an autotrader with Optiver's Ready Trader Go Simulator
☆60Updated 2 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
- 🥳 winner of the Optiver challenge: making your own trading bot 🤖☆33Updated 4 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆69Updated last year
- Submission for Optiver's 2023 ReadyTraderGo.☆25Updated last year
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆181Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆201Updated 2 years ago
- Personal Project that implements a variety of HFT strategies in C++☆72Updated 3 years ago
- real high-frequency-trading system based on c++☆67Updated 5 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆99Updated 2 years ago
- Books for Quant Finance Interviews☆73Updated 9 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆53Updated last year
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆96Updated 9 months ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆108Updated last year
- Deep learning for limit order book trading and mid-price movement☆49Updated 4 years ago
- Backtester for IMC Prosperity 2 algorithms☆56Updated 10 months ago
- IMC Prosperity 1 algorithm visualizer☆34Updated 11 months ago
- Jane Street quant interview/test☆101Updated 7 years ago
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆26Updated last year
- Order Imbalance Strategy in High Frequency Trading☆128Updated 6 years ago
- ☆23Updated 2 years ago
- The book <Advanced Algorithmic Trading> and its source code☆58Updated 7 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- CS7641 Team project☆93Updated 4 years ago
- High frequency factors based on order and trade data.☆42Updated last year
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆44Updated 4 years ago
- Utilities for back testing code related to the IMC prosperity challenge 2023.☆43Updated last year
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆140Updated last year
- Taking notes on Quant Finance, Machine Learning, Computer Science☆47Updated this week
- ☆26Updated last year
- My IMC Prosperity 2 code (9th place)☆39Updated 10 months ago
- ☆110Updated 3 years ago