Scottnan / Multi-LSTM

Related projects ⓘ

Alternatives and complementary repositories for Multi-LSTM

• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆65Updated 8 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆38Updated 6 years ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆58Updated last year
• darwinsys / Trading_Strategies
  ☆28Updated 8 years ago
• kurupjayesh / Statistical-Arbitrage-using-Pairs-Trading
  ☆47Updated 7 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆18Updated 5 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆41Updated 7 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆106Updated 11 years ago
• 0b01 / recurrent-autoencoder
  archiving old code
  ☆24Updated 6 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆26Updated last year
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 6 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆38Updated last year
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆91Updated 6 years ago
• Weichong515 / Algo-Trading-14
  Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm
  ☆15Updated 5 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆36Updated 4 years ago
• alexbotsula / XTX_Challenge
  Models and programs developed as part of XTX Forecastin Challenge 2019
  ☆25Updated last year
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆28Updated 3 years ago
• jo-cho / meta_labeling_simplified
  Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…
  ☆12Updated 3 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆99Updated 5 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 5 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆34Updated 4 years ago
• wegamekinglc / AlgoTrading
  Algorithmic trading platform for multiple assets
  ☆35Updated 7 years ago
• DrAshBooth / PyLOBsim
  Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)
  ☆17Updated 11 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆107Updated 6 years ago
• 10mohi6 / stock-pairs-trading-python
  stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
  ☆35Updated last year
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆59Updated 7 years ago
• jo-cho / advances_in_financial_machine_learning
  Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado
  ☆3Updated last year
• r8m / MarketMaker
  Marketmaker trading strategy
  ☆26Updated 8 years ago
• koteyevlev / MarketMakingMLAlgo
  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