Hongtao-Lin / HFT-PredictionLinks
Machine learning approach to high frequency trading, MLP & RNN used
☆22Updated 9 years ago
Alternatives and similar repositories for HFT-Prediction
Users that are interested in HFT-Prediction are comparing it to the libraries listed below
Sorting:
- 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
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Use machine learning to trade bitcoin.☆10Updated 4 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Trading platform for high frequency data☆15Updated 10 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 6 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago
- Market making strategies and scientific papers☆13Updated last year
- tools for alpha research☆23Updated 7 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆13Updated 7 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 3 years ago
- ☆11Updated 6 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆68Updated 9 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Gamma Scalping Trading Strategies☆19Updated 9 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 3 years ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆16Updated 9 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 4 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Updated 7 years ago
- A Higher-order HMM with EM algo.☆16Updated 3 years ago