Alternatives and similar repositories for gammascalping

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

• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆35Updated 6 years ago
• haosongQuant / OrderBook-Tick-Data-Trading
  verify OrderBook Tick Data Trading Strategy on futures.
  ☆16Updated 6 years ago
• quantrocket-codeload / trend-day
  Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …
  ☆27Updated last year
• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆27Updated 7 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆36Updated 5 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆39Updated 5 years ago
• Gofinge / Analysis-of-Stock-High-Frequent-Data-with-LSTM
  A simply framework of researching stock data through LSTM by Tensorflow
  ☆17Updated 6 years ago
• tanvipotdar / LOBMidPricePrediction
  Create a mid-price classifier for limit order books using a CNN and LSTM
  ☆15Updated 5 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆43Updated 3 years ago
• YJiangcm / improved_DeepLOB
  This repo contains my reimplementation and improvement of DeepLOB model.
  ☆32Updated 4 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• ZQPlantSoftware / quantiative-trading
  🏦 Collect quant trade strategy and deep learning trading implementation
  ☆13Updated 7 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆27Updated 5 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆24Updated 5 years ago
• synaptseal / bitmex-algo
  High frequency trading algorithm for Bitmex
  ☆22Updated 5 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 7 years ago
• istaaaa / ChannelBreakOutHFT
  Channel break out strategy for High Frequency Trading.
  ☆15Updated 7 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆72Updated 9 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆43Updated 5 years ago
• zackseliger / quant-strategies
  Some Quant ideas in Backtrader
  ☆12Updated 3 years ago
• lycanthropes / timing_strategy_of_stock-index
  I use a LSTM ( long short term memory model) model to predict the fluctuations of VIX index ( the index of 50ETF options), and trade t…
  ☆13Updated 6 years ago
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆68Updated 3 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆23Updated 5 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆23Updated 4 years ago
• feizei2008 / tick_mean_reversion
  tick价差套利（参考vnpy网友资料、vnpy论坛资料、windquant）： 1、按被动腿时间戳对齐 2、profile函数展示（需要py3） 3、平稳性检验 4、对冲手数计算 5、2sigma开仓，3sigma止损(或者赌价差扩散？)6、连续止损后cool down一…
  ☆14Updated 6 years ago
• yuba316 / OptionBackTest
  from for/if/else to my first option back-test function
  ☆21Updated 5 years ago
• Hongshen-Yang / pair-trading-envs
  Cryptocurrency Trading with Reinforcement Learning based on Backtrader
  ☆46Updated 11 months ago
• profnote / AlgoTrading-PriceImpactOrderFlow
  Implementing a medium freq trading strategy by estimating price impact via order flow.
  ☆16Updated 5 years ago
• riyersk / HFTrading
  Building a High Frequency Trading Engine with Neural Networks
  ☆12Updated 7 years ago
• erectfully / Hftish
  Alpaca-based Order Book Inbalace Algorithm.
  ☆12Updated 5 years ago