Alternatives and similar repositories for wing_model

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

• jshellen / statarb
  ☆38Updated 4 years ago
• xhshenxin / Micro_Price
  ☆53Updated 4 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆33Updated 4 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆61Updated 4 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆65Updated 6 years ago
• joomong / HFT-Research
  Optimal high-frequency market making strategy
  ☆26Updated last year
• ialpatov / hft
  High Frequency Market Making: Optimal Quoting
  ☆13Updated 2 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
• armoreal / hft
  High Frequency Trading Strategies
  ☆49Updated 8 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 3 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.
  ☆71Updated 3 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆35Updated 4 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆21Updated 3 years ago
• PontusHultkrantz / price-discovery
  Mid price estimation in LOB using Markov model
  ☆13Updated 3 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆14Updated 2 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆36Updated last year
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆44Updated 5 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆17Updated 4 years ago
• Andrew-Lloy / Optimal-HFT-Guilbaud-Pham
  Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…
  ☆18Updated 2 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆59Updated last year
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆36Updated 6 years ago
• sle14 / Options-market-making-using-a-stochastic-control-approach
  Derivation of analytical expressions of optimal quotes for market making in options.
  ☆22Updated 3 years ago
• theopenstreet / VPIN_HFT
  ☆123Updated 8 years ago
• david-alber / Pairs-Trading-as-application-to-the-Ornstein-Uhlenbeck-Process
  A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…
  ☆27Updated 5 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆43Updated last year
• ozencgungor / Pairs_Trading_Kalman
  Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.
  ☆14Updated 3 years ago
• yukit-k / ai-alpha
  AI based alpha research for trading
  ☆50Updated 3 years ago
• jifengthu / awesome_hft_factors
  ☆30Updated 3 years ago