Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021
β31Feb 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
- β28Sep 28, 2021Updated 5 years ago
- volatility arbitrage in Heston modelβ73Apr 3, 2025Updated last year
- β16Jul 17, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways β’ AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- 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 4 years ago
- Statistical Methods in Financeβ19Feb 2, 2022Updated 4 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.β128Jan 10, 2024Updated 2 years ago
- β14May 23, 2023Updated 3 years ago
- The annual coding competition hosted by Optiver in collaboration with LSEβ26Jul 18, 2022Updated 4 years ago
- β22Jun 20, 2018Updated 8 years ago
- SABR Implied volatility asymptoticsβ24May 22, 2020Updated 6 years ago
- Portfolio Management for Everyoneβ36Jan 9, 2024Updated 2 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.
- MIT Pokerbots Engineβ11Jan 27, 2025Updated last year
- 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
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegramβ11Jun 10, 2023Updated 3 years ago
- 1st Place submission in the annual Citadel SoCal Data Openβ25Oct 22, 2018Updated 8 years ago
- MIT Pokerbots 2023 Engineβ12Feb 2, 2023Updated 3 years ago
- β34Dec 17, 2018Updated 7 years ago
- European and Forward-start option pricing and implied volatility in the Heston and rough Heston modelβ22May 25, 2020Updated 6 years ago
- Nonparametric Bayesian volatility learning under microstructure noiseβ11Mar 31, 2024Updated 2 years ago
- Optitrader is an open-source Python repository for portfolio optimization and quantitative finance, with embedded trading support using Aβ¦β12Dec 1, 2025Updated 11 months ago
- Open source password manager - Proton Pass β’ AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- replication of micro-price on crytocurrency dataβ10Feb 27, 2022Updated 4 years ago
- Order Book Imbalance trading strategyβ12Nov 21, 2022Updated 3 years ago
- Python client for https://webscraping.ai API. It provides Chrome JS rendering, rotating proxies and HTML parsing for web scraping.β17Oct 26, 2026Updated last week
- Book Recommendation System Web Appβ10Oct 11, 2022Updated 4 years ago
- Python demo code for LOBSTER limit order book dataβ13Dec 19, 2019Updated 6 years ago
- β42May 23, 2024Updated 2 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
- Algo options trading using machine learning.β15Jul 16, 2021Updated 5 years ago
- Limit Orderbook Replay/Analysis Libraryβ10Nov 19, 2018Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient β’ AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- 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
- 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 5 years ago
- A look-alike model to identify potential clients based on certain characteristics from the existing customer base.β14Dec 8, 2022Updated 3 years ago
- My own implementation of an algorithmic trader in OCaMLβ12Aug 3, 2014Updated 12 years ago
- Price response function and spread impact analysis in correlated financial marketsβ15Jan 13, 2025Updated last year
- A decade of trend following returns in crypto-asset marketsβ25Sep 20, 2020Updated 6 years ago
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic optionsβ35Feb 15, 2022Updated 4 years ago