JVfisher / gammascalpingLinks
实行gamma scalping策略时的期权组合选择工具
☆16Updated 6 years ago
Alternatives and similar repositories for gammascalping
Users that are interested in gammascalping are comparing it to the libraries listed below
Sorting:
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 6 years ago
- High frequency trading algorithm for Bitmex☆23Updated 5 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Updated last year
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆14Updated 5 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- 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
- Some Quant ideas in Backtrader☆12Updated 3 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- ☆23Updated 5 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆49Updated 5 years ago
- High Frequency Trading☆109Updated 7 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆30Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆61Updated 2 years ago
- my first factor-stock-selecting backtest function☆21Updated 5 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆13Updated 7 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Momentum Strategy implemented in Backtrader for newbies☆23Updated last month
- VeighNa框架的期权波动率交易模块☆48Updated 2 months ago