SeanNassimiha / Optiver-Algo-Trading-ChallengeLinks
Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021
☆25Updated 3 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
Sorting:
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆57Updated 3 weeks ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Dynamic portfolio optimization☆28Updated last year
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆21Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Package to build risk model for factor pricing model☆27Updated last year
- A Deep Learning Framework for Neural Derivative Hedging☆30Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Delta hedging under SABR model☆35Updated last year
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- ☆36Updated 4 years ago
- Collection of Models related to market making☆17Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Hawkes with Latency☆20Updated 4 years ago
- ☆52Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- ☆24Updated 5 years ago
- Financial Portfolio Optimization Algorithms☆58Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆36Updated last year
- Basic Limit Order Book functions☆22Updated 7 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆48Updated 3 years ago