Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
☆26Mar 10, 2018Updated 8 years ago
Alternatives and similar repositories for ML_HFT
Users that are interested in ML_HFT are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Use machine learning to trade bitcoin.☆10Jun 10, 2021Updated 5 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 8 years ago
- Apply different deep learning models to limit order book.☆13Mar 6, 2018Updated 8 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 10 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆70Aug 8, 2017Updated 9 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆74May 9, 2016Updated 10 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 10 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 6 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Trading platform for high frequency data☆15Nov 12, 2014Updated 11 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Oct 27, 2019Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Sep 17, 2020Updated 6 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆37Jul 12, 2018Updated 8 years ago
- This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf tradin…☆22May 19, 2021Updated 5 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 6 years ago
- An automatic high frequency trading bot for cryptocurrencies☆22Jul 30, 2020Updated 6 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago
- A Trading bot framework which uses a combination 1d KVO/Signal and VWAP strategies to place orders on Bitmex. Advanced strategies includi…☆21Jun 19, 2018Updated 8 years ago
- Combines alpha signals using a random forest, and demonstrates solutions to overlapping labels issue (rolling autocorrelation) proposed b…☆10Sep 3, 2026Updated 2 months ago
- High Frequency Trading Strategies☆49Aug 14, 2017Updated 9 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆15Jun 10, 2020Updated 6 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆107Feb 27, 2019Updated 7 years ago
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆65Feb 2, 2020Updated 6 years ago
- ☆11Mar 19, 2018Updated 8 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Apr 2, 2019Updated 7 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆94Oct 30, 2017Updated 9 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆148Dec 8, 2022Updated 3 years ago
- Using deep learning to train an automated adaptive trader to trade on a continuous double auction that uses a limit-order-book.☆10Mar 6, 2021Updated 5 years ago
- 本项目复现了 2020 年 ACM 国际金融人工智能会议（ICAIF 2020）上发表的论文《Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy》，使用 PPO、A2C、…☆13Mar 13, 2025Updated last year
- Backtest Framework designed by YuminQuant&Yumin.☆26Aug 18, 2024Updated 2 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Deep Q-Learning Auto Market Maker☆13Jun 12, 2021Updated 5 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆36Apr 9, 2015Updated 11 years ago