MaktubCN / ML-HFTLinks
Predicting the Short-term Direction of Futures Contracts through Machine Learning
☆14Updated last year
Alternatives and similar repositories for ML-HFT
Users that are interested in ML-HFT are comparing it to the libraries listed below
Sorting:
- An Empirical Study of Optimal Combination of Algorithms for Prediction-Based Portfolio Optimization Model using Machine Learning over Co…☆11Updated 3 years ago
- Time-Series Momentum Strategies☆12Updated 7 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆18Updated 6 years ago
- FinanceGPT-B☆10Updated last year
- Algorithmic and high-frequency trading book☆18Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 4 years ago
- ☆24Updated this week
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆16Updated 6 years ago
- RL algorithm for stock trading with multiple reward functions☆11Updated last year
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Updated 6 years ago
- High frequency trading algorithm for Bitmex☆22Updated 5 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆29Updated 10 months ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Updated last year
- FinWorld: An All-in-One Open-Source Platform for End-to-End Financial AI Research and Deployment☆36Updated 5 months ago
- Quantitative analysis with deep learning prediction and reinforcement learning transactions.☆15Updated 5 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆27Updated last year
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Updated 5 years ago
- Use Neural Network as a trading strategy model☆29Updated 8 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆17Updated 4 months ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆25Updated 7 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- A HMM application in Kritzman Regime Detection☆15Updated 6 years ago
- ☆11Updated 5 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29Updated 2 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆20Updated 9 months ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Updated 6 years ago
- FSRL:Financial Strategy Reinforcement Learning.🔥股市量化多策略动态切换方法☆26Updated 11 months ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆12Updated 3 years ago