John-Trager / UChicago-Trading-CompetitionLinks
University of Chicago Trading Competition 2022 - placed 2nd overall
☆24Updated 2 years ago
Alternatives and similar repositories for UChicago-Trading-Competition
Users that are interested in UChicago-Trading-Competition are comparing it to the libraries listed below
Sorting:
- toolbox of fast mm-related funcs☆222Updated last month
- Implementation of the vanilla Deep Hedging engine☆310Updated 2 years ago
- High Frequency Market Making☆607Updated 2 years ago
- Learn to build an autotrader with Optiver's Ready Trader Go Simulator☆63Updated 3 years ago
- Uses L2 data's change in time to estimate a L3 order book microstructure on Binance☆163Updated 5 months ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆284Updated last week
- Command-line submitter for IMC Prosperity 2 algorithms☆11Updated last year
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆182Updated last year
- A collection of homeworks of market microstructure models.☆274Updated 7 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆234Updated 2 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- ☆140Updated 4 years ago
- ☆430Updated 5 years ago
- High frequency trading bot for crypto currencies☆421Updated 3 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆545Updated 3 years ago
- Personal Project that implements a variety of HFT strategies in C++☆75Updated 4 years ago
- An algorithmic sandbox for Jane Street's game, "Figgie"☆89Updated 7 months ago
- A collection of helpful trading scripts I've hacked together☆41Updated 2 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆128Updated last year
- Backtester for IMC Prosperity 2 algorithms☆60Updated last year
- simple crypto market maker☆590Updated 2 months ago
- A simple, extensible implementation of the limit order book.☆138Updated 4 years ago
- High-frequency statistical arbitrage☆241Updated 2 years ago
- Deep Learning Statistical Arbitrage☆254Updated 3 years ago
- Pairs Trading using Statistical Arbitrage☆192Updated 3 years ago
- ☆49Updated 6 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆211Updated last year
- Testnet exchange - near identical mirror to the prod exchange | Rest API + WS + Matching Engine☆14Updated last year
- lightweight LMAX disruptor v3 port in C++20☆34Updated 4 months ago
- Our solution for IMC Prosperity 2 (Overall Rank 13)☆60Updated last year