Leeps-Lab / high_frequency_tradingLinks
oTree app for financial market experiments with high frequency trading
☆28Updated 2 years ago
Alternatives and similar repositories for high_frequency_trading
Users that are interested in high_frequency_trading are comparing it to the libraries listed below
Sorting:
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 3 years ago
- Python Program to predict Intra-day stocks☆12Updated 7 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- ☆24Updated 5 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Updated 7 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 4 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Updated 5 years ago
- finance☆43Updated 8 years ago
- Option Strategy for Futures☆16Updated 5 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- Vpin caculation and backtesting☆14Updated 6 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 5 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Code for getting implied volatility in Python☆27Updated 8 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Updated 5 years ago
- ☆12Updated 2 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆13Updated 3 years ago
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆55Updated 7 years ago