Leeps-Lab / high_frequency_trading
oTree app for financial market experiments with high frequency trading
☆26Updated last year
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:
- Backtesting tool on tick data☆11Updated 8 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Time series and Financial analysis in python☆16Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆22Updated 3 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- Use the zipline and pyfolio to analyze trades.☆9Updated 8 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- CVXPY Portfolio Optimization Sample☆46Updated 8 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 5 years ago
- ☆22Updated 5 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- ☆16Updated 4 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- ☆12Updated last year
- Predicting a Stock Price Using a Genetic Algorithm☆16Updated 7 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆11Updated 9 years ago
- Experimental triangular arbitrage bot for high frequency crypto trading☆16Updated 6 years ago
- finance☆43Updated 7 years ago