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
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆19Updated 6 years ago
- Market making strategies and scientific papers☆13Updated last year
- 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
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated last year
- AS model performance versus trivial delta for market-makers☆18Updated 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
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- ☆19Updated 4 years ago
- Phd repo☆16Updated 2 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 6 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- ☆12Updated 3 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 3 years ago
- A financial trading method using machine learning.☆59Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆24Updated 6 years ago
- Collection of Models related to market making☆15Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- High Frequency Jump Prediction Project☆35Updated 4 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆10Updated last year
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆14Updated 4 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 6 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
- Derive order flow from Tick and Trade data.☆27Updated 3 years ago