Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021
β28Feb 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:
- π₯³ winner of the Optiver challenge: making your own trading bot π€β37Mar 11, 2020Updated 6 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.β13Mar 23, 2017Updated 9 years ago
- β26Sep 28, 2021Updated 4 years ago
- β16Jul 17, 2020Updated 5 years ago
- Portfolio Management for Everyoneβ35Jan 9, 2024Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI β’ AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- A full-stack web application used to test how well my algorithmic stock trading bot is doing. React frontend, Flask backend, PostgreSQL dβ¦β11Jun 8, 2022Updated 3 years ago
- Statistical Methods in Financeβ19Feb 2, 2022Updated 4 years ago
- β26Sep 29, 2021Updated 4 years ago
- β30Dec 17, 2018Updated 7 years ago
- Multivariate Multi Step Time Series modelling : Predicting the re-rise of bitcoin prices using RNN and optimising the model using GRU andβ¦β18Feb 15, 2021Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.β127Jan 10, 2024Updated 2 years ago
- Algo options trading using machine learning.β15Jul 16, 2021Updated 4 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computβ¦β15May 23, 2022Updated 4 years ago
- β22Jun 20, 2018Updated 7 years ago
- End-to-end encrypted cloud storage - Proton Drive β’ AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Hackerank Programming Challengesβ10May 8, 2021Updated 5 years ago
- On-going project: I will be implementing a combination of pairs trading strategies in attempt to see which type performs best after backtβ¦β13Jul 20, 2024Updated last year
- The annual coding competition hosted by Optiver in collaboration with LSEβ21Jul 18, 2022Updated 3 years ago
- replication of micro-price on crytocurrency dataβ10Feb 27, 2022Updated 4 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cosβ¦β11Apr 8, 2020Updated 6 years ago
- European and Forward-start option pricing and implied volatility in the Heston and rough Heston modelβ22May 25, 2020Updated 6 years ago
- Order Book Imbalance trading strategyβ11Nov 21, 2022Updated 3 years ago
- 1st Place submission in the annual Citadel SoCal Data Openβ25Oct 22, 2018Updated 7 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegramβ11Jun 10, 2023Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI β’ AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- β39May 23, 2024Updated 2 years ago
- Completed projects from CS50's AI course.β12Sep 22, 2020Updated 5 years ago
- Command-line submitter for IMC Prosperity 2 algorithmsβ12Apr 23, 2024Updated 2 years ago
- A series of backend development challenges designed to help developers improve their skills across various levels of expertise, from begiβ¦β39Dec 30, 2025Updated 4 months ago
- Python demo code for LOBSTER limit order book dataβ13Dec 19, 2019Updated 6 years ago
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic optionsβ36Feb 15, 2022Updated 4 years ago
- course materials for UC Davis STA141C: Big Data & High Performance Statistical Computingβ24Mar 18, 2019Updated 7 years ago
- Dr Paul Bilokon's MSc at the University of Oxford: Bayesian methods for solving estimation and forecasting problems in the high-frequencyβ¦β24May 29, 2024Updated 2 years ago
- Limit Orderbook Replay/Analysis Libraryβ10Nov 19, 2018Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer β’ AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an β¦β12Jul 10, 2021Updated 4 years ago
- Python client for https://webscraping.ai API. It provides Chrome JS rendering, rotating proxies and HTML parsing for web scraping.β18May 12, 2026Updated 2 weeks ago
- A decade of trend following returns in crypto-asset marketsβ26Sep 20, 2020Updated 5 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair tradingβ14Dec 11, 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. β¦β14Aug 27, 2021Updated 4 years ago
- MLP approach to predict real-time financial market data and select the right trades to execute.β17Sep 7, 2021Updated 4 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 bβ¦β12Jan 16, 2022Updated 4 years ago