StateOfTheArt-quant / awesome-high-frequency-tradingLinks
☆140Updated 4 years ago
Alternatives and similar repositories for awesome-high-frequency-trading
Users that are interested in awesome-high-frequency-trading are comparing it to the libraries listed below
Sorting:
- A collection of homeworks of market microstructure models.☆276Updated 7 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆141Updated last year
- Personal Project that implements a variety of HFT strategies in C++☆75Updated 4 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆237Updated 2 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆286Updated last week
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆216Updated last year
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆120Updated last year
- Order Imbalance Strategy in High Frequency Trading☆141Updated 7 years ago
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆143Updated 3 years ago
- A curated list of Quantitative Finance papers.☆82Updated this week
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- ☆123Updated 8 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆143Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 3 years ago
- High-frequency statistical arbitrage☆243Updated 2 years ago
- Baruch MFE 2019 Spring☆43Updated 5 years ago
- ☆67Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆98Updated last year
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆37Updated last year
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆86Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆124Updated 2 years ago
- ☆55Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆64Updated 4 years ago
- An asynchronous low-latency trading system☆62Updated last year
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆135Updated 4 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆177Updated 6 years ago