☆143Nov 10, 2021Updated 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆568Sep 20, 2022Updated 3 years ago
- Quantitative Algorithmic Trading Arbitrage Bot for High Frequency Trading (HFT). Martha_Stewart executes trades at the best price by capi…☆59May 24, 2022Updated 3 years ago
- This is the repository for the Models of Sequence Data 2020 Edition for the project DeepFolio☆16Dec 17, 2020Updated 5 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- High Frequency Trading strategies.☆39Dec 16, 2023Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Oct 29, 2021Updated 4 years ago
- Algorithmic and high-frequency trading book☆20Aug 5, 2020Updated 5 years ago
- Bitmex market microstructure analytics☆23Feb 24, 2021Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- ☆12Jun 9, 2019Updated 6 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆148Dec 11, 2022Updated 3 years ago
- real high-frequency-trading system based on c++☆120Apr 5, 2019Updated 6 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Course materials for Stats 531 Winter 2016 (Analysis of Time Series)☆13Feb 6, 2020Updated 6 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- A collection of homeworks of market microstructure models.☆282May 4, 2018Updated 7 years ago
- ☆12Mar 10, 2024Updated 2 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆658Jul 6, 2023Updated 2 years ago
- Personal Project that implements a variety of HFT strategies in C++☆75Apr 29, 2021Updated 4 years ago
- Source code for the course "Deep Reinforcement Learning for High-Frequency Trading" held at the Ukrainian Catholic University / Czech Tec…☆20Sep 11, 2022Updated 3 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆290Mar 23, 2026Updated last week
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆117May 20, 2024Updated last year
- High Frequency Market Making☆618Sep 24, 2023Updated 2 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆127May 3, 2024Updated last year
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆314Dec 4, 2023Updated 2 years ago
- ☆22Jul 22, 2024Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆256Apr 12, 2022Updated 3 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆94May 19, 2023Updated 2 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 2 years ago
- Gamma Scalping Trading Strategies☆26May 7, 2016Updated 9 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆24Jan 26, 2020Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,332Nov 13, 2024Updated last year
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Jul 12, 2018Updated 7 years ago
- High Frequency Trading Strategies☆50Aug 14, 2017Updated 8 years ago
- Order Imbalance Strategy in High Frequency Trading☆142Jun 4, 2018Updated 7 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆38Jan 3, 2021Updated 5 years ago
- algo trading backtesting on BitMEX☆80Dec 4, 2023Updated 2 years ago