Alternatives and similar repositories for hft-orderflow:

Users that are interested in hft-orderflow are comparing it to the libraries listed below

• nikkizhao1202 / Trading_Strategy_SP500
  Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM
  ☆10Updated 4 years ago
• lxin62107 / High-Frequency-Trading
  High Frequency Trading Strategy
  ☆12Updated 6 years ago
• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆25Updated 6 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated last year
• riyersk / HFTrading
  Building a High Frequency Trading Engine with Neural Networks
  ☆12Updated 6 years ago
• Gabrielvon / QuantWork
  ☆12Updated 3 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 3 years ago
• Hongtao-Lin / HFT-Prediction
  Machine learning approach to high frequency trading, MLP & RNN used
  ☆22Updated 8 years ago
• constancedongg / LASSO-in-HFT
  Apply LASSO in High-Frequency-Trading
  ☆9Updated 5 years ago
• profnote / AlgoTrading-PriceImpactOrderFlow
  Implementing a medium freq trading strategy by estimating price impact via order flow.
  ☆14Updated 4 years ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 6 years ago
• alexanu / OrderBook-Tick-Data-Trading-Strategy
  ☆11Updated 6 years ago
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆16Updated 2 years ago
• istaaaa / ChannelBreakOutHFT
  Channel break out strategy for High Frequency Trading.
  ☆13Updated 6 years ago
• STHSF / MultiFactors
  基于机器学习的多因子研究框架
  ☆14Updated 4 years ago
• joomong / HFT-Research
  Optimal high-frequency market making strategy
  ☆17Updated last month
• sjcctv / Python-Market_Analysis_and_HFT_Trading_Strategy_Design-
  Use machine learning to trade bitcoin.
  ☆10Updated 3 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…
  ☆19Updated 6 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 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.
  ☆18Updated 5 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆27Updated 3 years ago
• picklenchips / MARKET-MAKING-RL
  Using reinforcement learning to make markets in the high frequency trading setting.
  ☆11Updated 6 months ago
• alexanderkudryashov3 / Crypto-Options
  Crypto-Options Volatility Surface Calibration and Arbitrage
  ☆10Updated 2 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆37Updated 2 years ago
• actuarialsnail / blsh-lob-bot
  Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)
  ☆17Updated last year
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆27Updated 3 years ago
• LianguangXue / VPIN
  Vpin caculation and backtesting
  ☆13Updated 5 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• sanjeevai / order-imbalance
  Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform
  ☆10Updated 6 years ago