Alternatives and similar repositories for HFT-Prediction

Users that are interested in HFT-Prediction are comparing it to the libraries listed below

• z357412526 / HighFreqTransaction
  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
• riyersk / HFTrading
  Building a High Frequency Trading Engine with Neural Networks
  ☆12Updated 7 years ago
• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆27Updated 7 years ago
• istaaaa / ChannelBreakOutHFT
  Channel break out strategy for High Frequency Trading.
  ☆15Updated 7 years ago
• sjcctv / Python-Market_Analysis_and_HFT_Trading_Strategy_Design-
  Use machine learning to trade bitcoin.
  ☆10Updated 4 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆43Updated 2 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 7 years ago
• benzyx / tamit2019
  High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.
  ☆19Updated 6 years ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 7 years ago
• alexanu / OrderBook-Tick-Data-Trading-Strategy
  ☆11Updated 7 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆72Updated 9 years ago
• lxin62107 / High-Frequency-Trading
  High Frequency Trading Strategy
  ☆12Updated 6 years ago
• LianguangXue / VPIN
  Vpin caculation and backtesting
  ☆14Updated 6 years ago
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆19Updated 2 years ago
• tanvipotdar / LOBMidPricePrediction
  Create a mid-price classifier for limit order books using a CNN and LSTM
  ☆15Updated 5 years ago
• jfenner / Order-Imbalance-Trading-Simulation-R-Code
  Order Imbalance Trading Simulation R Code
  ☆16Updated 6 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆14Updated 2 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆31Updated 4 years ago
• haosongQuant / OrderBook-Tick-Data-Trading
  verify OrderBook Tick Data Trading Strategy on futures.
  ☆16Updated 6 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆33Updated 4 years ago
• erectfully / Hftish
  Alpaca-based Order Book Inbalace Algorithm.
  ☆12Updated 5 years ago
• xixi0222 / Find-Alpha-Volatility-Factor
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12Updated 4 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• Ray-0403 / HFT-using-Machine-Learning
  My first high-frequency trading strategy using machine learning
  ☆19Updated 3 years ago
• alanfu / GammaScalping
  Gamma Scalping Trading Strategies
  ☆22Updated 9 years ago
• mselser95 / optimal-market-making
  Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"
  ☆28Updated 4 years ago
• MingyuZha / Deep_Learning_In_Limited_Order_Books
  Deep learning models for high-frequency financial data (limited order book)
  ☆19Updated 6 years ago
• iLampard / alphaware
  tools for alpha research
  ☆23Updated 7 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 8 years ago
• chenhq / Data-Mining-on-BTC-Trading-Statistics
  Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…
  ☆22Updated 7 years ago