ZQPlantSoftware / quantiative-tradingLinks
π¦ Collect quant trade strategy and deep learning trading implementation
β13Updated 7 years ago
Alternatives and similar repositories for quantiative-trading
Users that are interested in quantiative-trading are comparing it to the libraries listed below
Sorting:
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)β102Updated 6 years ago
- High Frequency Trading Strategiesβ49Updated 8 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signalβ19Updated 8 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)β72Updated 9 years ago
- OpenAI Gym Environment for Low-Latency Tradingβ18Updated 7 years ago
- High Frequency Tradingβ110Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN usedβ22Updated 9 years ago
- Building a High Frequency Trading Engine with Neural Networksβ12Updated 7 years ago
- Channel break out strategy for High Frequency Trading.β15Updated 7 years ago
- β49Updated 8 years ago
- Trend Prediction for High Frequency Tradingβ42Updated 3 years ago
- Deep learning for price movement prediction using high frequency limit order dataβ39Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.β72Updated 2 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithmsβ27Updated 7 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.β19Updated 6 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.β19Updated 5 years ago
- Example of adaptive trend following strategy based on Renkoβ123Updated 6 years ago
- High Frequency Jump Prediction Projectβ38Updated 5 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasetsβ26Updated 7 years ago
- β17Updated 4 years ago
- Example of order book modeling.β58Updated 6 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paperβ33Updated 4 years ago
- High-frequency trading in a limit order bookβ59Updated 6 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio managementβ¦β55Updated 5 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cateβ¦β23Updated 4 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.β38Updated 2 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.β74Updated 3 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithmβ16Updated 6 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order logβ31Updated 4 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Pradβ¦β15Updated 4 years ago