Alternatives and similar repositories for high_frequency_trading:

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

• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆21Updated 5 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆39Updated 4 years ago
• elayden / Deep-Learning-Framework-for-Financial-Time-Series-Prediction-in-Python-Keras
  Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…
  ☆11Updated 4 years ago
• jasonzy121 / Limit-Order-Book-Reinforcement
  ☆11Updated 6 years ago
• istaaaa / ChannelBreakOutHFT
  Channel break out strategy for High Frequency Trading.
  ☆13Updated 6 years ago
• ivan-vasilev / atpy
  Event-driven Algorithmic Trading For Python
  ☆25Updated 5 years ago
• kokoff / deep-forecast
  Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
  ☆13Updated 6 years ago
• gwigniolle / Hedge-Fund-Replication
  ☆10Updated 6 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆44Updated 8 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆40Updated 6 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆41Updated 4 years ago
• lxin62107 / High-Frequency-Trading
  High Frequency Trading Strategy
  ☆12Updated 6 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆21Updated 4 years ago
• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆25Updated 6 years ago
• Git053 / Limit-Orderbook
  Limit Order Book for high-frequency trading (HFT) strategies using data science approaches
  ☆21Updated 3 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• costantinontario / Optimal-Rebalancing-Strategy-using-Dynamic-Programming
  Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios
  ☆22Updated 10 years ago
• xixi0222 / Find-Alpha-Volatility-Factor
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12Updated 3 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆13Updated last year
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 4 years ago
• saeed349 / AlgoTrading
  Use the zipline and pyfolio to analyze trades.
  ☆9Updated 7 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆31Updated 4 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆13Updated 4 years ago
• LianguangXue / VPIN
  Vpin caculation and backtesting
  ☆13Updated 5 years ago
• SC4RECOIN / PriceTargetTrader
  Pull price targets from IEXCloud and paper trade on Alpaca 🦙
  ☆12Updated 4 years ago
• awilliea / Risk-based_RL_for_Optimal_Trading_Execution
  ☆19Updated 4 years ago
• javifalces / tradeasystems_connector
  Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…
  ☆14Updated 2 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆21Updated 6 years ago
• FranklinMa810 / PortfolioManagement
  ☆16Updated 4 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago