Ray-0403 / HFT-using-Machine-Learning
My first high-frequency trading strategy using machine learning
☆16Updated 2 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
- Market making strategies and scientific papers☆13Updated last year
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆19Updated 6 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- Collection of Models related to market making☆16Updated 4 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- ☆21Updated 5 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆25Updated 6 years ago
- ☆12Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 3 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆10Updated 2 years ago
- High Frequency Jump Prediction Project☆35Updated 4 years ago
- ☆15Updated 2 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated last year
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 6 years ago
- Channel break out strategy for High Frequency Trading.☆13Updated 6 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆27Updated 10 months ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆16Updated 2 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- a cpp framework for crypto currentcy tick data backtesting☆16Updated 3 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 3 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- A financial trading method using machine learning.☆58Updated last year
- Trend Prediction for High Frequency Trading☆38Updated 2 years ago