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

• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆24Updated last year
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• layoups / microstructure-and-liquidity
  ☆21Updated 2 years ago
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆35Updated 2 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆17Updated 4 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆51Updated last week
• Quant-Guild / Option_Greeks
  ☆12Updated 3 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• jironghuang / trend_following
  Developing a trend following model using futures
  ☆33Updated last year
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 4 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 6 years ago
• gjimzhou / MTH9815-Trading-System
  A project of building and running a trading system according to service oriented architecture standard.
  ☆15Updated 7 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆65Updated 2 years ago
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆33Updated last year
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆28Updated 11 months ago
• linhnguyen215538 / Volatility-Study
  • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…
  ☆47Updated 4 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆42Updated 2 years ago
• financialnoob / crypto
  experiments with crypto trading
  ☆16Updated 11 months ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆120Updated last year
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 3 years ago
• saritmaitra / Trading-strategy
  ☆14Updated 4 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆40Updated 5 years ago
• jshellen / statarb
  ☆33Updated 3 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆74Updated 4 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 5 years ago