Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021
☆31Feb 13, 2022Updated 4 years ago
Alternatives and similar repositories for Optiver-Algo-Trading-Challenge
Users that are interested in Optiver-Algo-Trading-Challenge are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 🥳 winner of the Optiver challenge: making your own trading bot 🤖☆37Mar 11, 2020Updated 6 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆14Mar 23, 2017Updated 9 years ago
- ☆28Sep 28, 2021Updated 4 years ago
- A full-stack web application used to test how well my algorithmic stock trading bot is doing. React frontend, Flask backend, PostgreSQL d…☆11Jun 8, 2022Updated 4 years ago
- ☆16Jul 17, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Statistical Methods in Finance☆19Feb 2, 2022Updated 4 years ago
- ☆26Sep 29, 2021Updated 4 years ago
- Multivariate Multi Step Time Series modelling : Predicting the re-rise of bitcoin prices using RNN and optimising the model using GRU and…☆18Feb 15, 2021Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆127Jan 10, 2024Updated 2 years ago
- volatility arbitrage in Heston model☆73Apr 3, 2025Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆16May 23, 2022Updated 4 years ago
- SABR Implied volatility asymptotics☆24May 22, 2020Updated 6 years ago
- ☆22Jun 20, 2018Updated 8 years ago
- Hackerank Programming Challenges☆10May 8, 2021Updated 5 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Portfolio Management for Everyone☆35Jan 9, 2024Updated 2 years ago
- European and Forward-start option pricing and implied volatility in the Heston and rough Heston model☆22May 25, 2020Updated 6 years ago
- ☆34Dec 17, 2018Updated 7 years ago
- 1st Place submission in the annual Citadel SoCal Data Open☆25Oct 22, 2018Updated 7 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 3 years ago
- ☆42May 23, 2024Updated 2 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆17Oct 25, 2023Updated 2 years ago
- On-going project: I will be implementing a combination of pairs trading strategies in attempt to see which type performs best after backt…☆14Jul 20, 2024Updated 2 years ago
- Book Recommendation System Web App☆10Oct 11, 2022Updated 3 years ago
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- Reinsurance is a python package that intends to provide a framework for reinsurance computation.☆33Jun 10, 2023Updated 3 years ago
- Completed projects from CS50's AI course.☆12Sep 22, 2020Updated 6 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Jul 10, 2021Updated 5 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- A decade of trend following returns in crypto-asset markets☆26Sep 20, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆35Feb 15, 2022Updated 4 years ago
- A look-alike model to identify potential clients based on certain characteristics from the existing customer base.☆13Dec 8, 2022Updated 3 years ago
- robotRay is a python robo trader bot for several strategies including: 1) naked puts based on a simple vega crush algo, 2) golden cross. …☆14Aug 27, 2021Updated 5 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- Algo options trading using machine learning.☆15Jul 16, 2021Updated 5 years ago
- This algorithm takes a daily position on the SPY ETF by indirectly predicting the change in price through the put/call ratio. I do this b…☆14Jan 16, 2022Updated 4 years ago
- MLP approach to predict real-time financial market data and select the right trades to execute.☆18Sep 7, 2021Updated 5 years ago