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
- 基于聚宽平台,探索分钟级的高频交易☆34Updated 5 years ago
- High frequency trading algorithm for Bitmex☆23Updated 5 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 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
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Updated 7 years ago
- High Frequency Trading Strategies☆49Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 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
- ☆22Updated 5 years ago
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Stock trading strategy using tushare as datasource and pyalgotrade as backtesting platform☆16Updated 5 years ago
- 多因子选股框架☆24Updated 4 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆13Updated 7 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Updated 4 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 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
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆18Updated 8 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆44Updated 6 months ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆45Updated 5 years ago