Ray-0403 / HFT-using-Machine-LearningLinks
My first high-frequency trading strategy using machine learning
☆18Updated 3 years ago
Alternatives and similar repositories for HFT-using-Machine-Learning
Users that are interested in HFT-using-Machine-Learning are comparing it to the libraries listed below
Sorting:
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Updated 7 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 3 years ago
- Order Book Imbalance trading strategy☆11Updated 3 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- Phd repo☆18Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆21Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- ☆12Updated 4 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 4 years ago
- ☆16Updated 3 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- Example of order book modeling.☆58Updated 6 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- high-frequency grid trading strategy backtesting for binance futures☆25Updated 3 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Updated 6 years ago
- Collection of Models related to market making☆17Updated 4 years ago