Alternatives and similar repositories for 448Project:

Users that are interested in 448Project are comparing it to the libraries listed below

• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆67Updated 8 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆102Updated 6 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆93Updated 7 years ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆156Updated 7 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆115Updated last year
• miroblog / limit_orderbook_prediction
  ☆138Updated 2 years ago
• theopenstreet / VPIN_HFT
  ☆113Updated 7 years ago
• algosenses / Order_Imbalance_HFT
  非平衡订单流高频交易模型
  ☆108Updated 6 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆92Updated 4 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆132Updated 6 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆111Updated 11 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆102Updated 11 months ago
• hzjken / HFT-price-prediction
  A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
  ☆158Updated 5 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆129Updated 6 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆122Updated 6 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆40Updated 2 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆62Updated 4 years ago
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆141Updated 4 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 4 years ago
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆88Updated 9 months ago
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆74Updated 3 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆83Updated 4 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆44Updated 7 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆80Updated 2 years ago
• vnatesh / VWAP-Prediction
  Machine Learning Algorithms For VWAP Prediction
  ☆47Updated 6 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 6 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 3 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆47Updated 5 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆117Updated 2 years ago