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☆45Updated 7 years ago
- High Frequency Jump Prediction Project☆36Updated 5 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆47Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- High frequency trading algorithm for Bitmex☆23Updated 4 years ago
- Ornstein-Uhlenbeck process simulators and estimators☆32Updated 3 years ago
- An algorithmic trading robot written in Python.☆26Updated 8 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆105Updated last year
- The book <Advanced Algorithmic Trading> and its source code☆59Updated 7 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆56Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆45Updated last year
- Implementation of algorithmic trading using reinforcement learning.☆28Updated 4 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆20Updated 6 years ago
- 多因子选股框架☆23Updated 4 years ago
- 多因子模型相关☆22Updated 3 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 3 years ago
- FSRL:Financial Strategy Reinforcement Learning.🔥股市量化多策略动态切换方法☆22Updated 3 months ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- 众人的因子回测框架 stock factor test☆26Updated this week
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- alpha投研示例☆74Updated last week
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆30Updated last year
- Blaze☆15Updated 3 years ago
- 基于聚宽平台，探索分钟级的高频交易☆33Updated 4 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- ☆25Updated 2 years ago