Vineet-Mehta / ML_HFTLinks
Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
☆27Updated 7 years ago
Alternatives and similar repositories for ML_HFT
Users that are interested in ML_HFT are comparing it to the libraries listed below
Sorting:
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Use machine learning to trade bitcoin.☆10Updated 4 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 …☆10Updated 9 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Updated 2 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- ☆11Updated 7 years ago
- Phd repo☆18Updated 3 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- Vpin caculation and backtesting☆14Updated 6 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.☆19Updated 6 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- My first high-frequency trading strategy using machine learning☆19Updated 3 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 3 years ago
- Order Imbalance Trading Simulation R Code☆16Updated 6 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 7 years ago
- ☆15Updated 3 years ago