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)
  ☆70Updated 9 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆104Updated 6 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 12 years ago
• miroblog / limit_orderbook_prediction
  ☆142Updated 2 years ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆167Updated 8 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…
  ☆134Updated 6 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆127Updated 7 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 7 years ago
• algosenses / Order_Imbalance_HFT
  非平衡订单流高频交易模型
  ☆112Updated 6 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆32Updated 4 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆140Updated 7 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆99Updated 7 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆95Updated 4 years ago
• theopenstreet / VPIN_HFT
  ☆119Updated 7 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆43Updated 2 years ago
• cankav / smobd
  Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010
  ☆21Updated 6 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pairs Trading with Machine Learning on Distributed Python Platform
  ☆122Updated 3 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆112Updated last year
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆137Updated 2 years 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.
  ☆173Updated 6 years ago
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆151Updated 5 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆82Updated last year
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆72Updated 7 years ago
• jessgess / deep-learning-for-order-book-price-and-movement-predictions
  Limit Order Book data analysis and modeling using LSTM network
  ☆137Updated 6 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.
  ☆50Updated 5 years ago
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆76Updated 4 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
• scibrokes / real-time-fxcm
  #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…
  ☆50Updated 6 months ago