Macosh / Order_BookLinks
Simulator of a basic order book flow and order execution
☆18Updated 2 years ago
Alternatives and similar repositories for Order_Book
Users that are interested in Order_Book are comparing it to the libraries listed below
Sorting:
- High Frequency Trading Strategies☆49Updated 8 years ago
- High frequency trading algorithm for Bitmex☆22Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆37Updated 6 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆115Updated last year
- An algorithmic trading robot written in Python.☆28Updated 8 years ago
- Ornstein-Uhlenbeck process simulators and estimators☆32Updated 4 years ago
- The book <Advanced Algorithmic Trading> and its source code☆62Updated 8 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Updated 10 months ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆67Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆60Updated 2 years ago
- 基于聚宽平台,探索分钟级的高频交易☆36Updated 5 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆36Updated 3 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆37Updated last year
- Deep learning for limit order book trading and mid-price movement☆55Updated 5 years ago
- Collect knowledge around systematic trading, including software design, trading strategies, statistical skill. 量化交易/系统化交易知识集☆47Updated 2 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆73Updated 2 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- 基于基因表达式规划算法的因子挖掘☆36Updated 4 years ago
- Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value …☆18Updated 5 months ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 8 years ago
- ☆47Updated 4 years ago
- The source code for the paper☆28Updated 2 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72Updated 9 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- High Frequency Trading☆110Updated 7 years ago
- Alpha研究平台☆21Updated 4 years ago