Zhenfeng-Liang / Market_MicroStructure_ModelsLinks
☆25Updated 9 years ago
Alternatives and similar repositories for Market_MicroStructure_Models
Users that are interested in Market_MicroStructure_Models are comparing it to the libraries listed below
Sorting:
- A project of building and running a trading system according to service oriented architecture standard.☆15Updated 7 years ago
- ☆11Updated 9 years ago
- Market making strategies and scientific papers☆13Updated last year
- Baruch course - Market Microstructure☆13Updated 9 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆16Updated 2 years ago
- ☆17Updated 3 years ago
- Optimal high-frequency market making strategy☆21Updated 6 months ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- ☆23Updated 5 years ago
- High Frequency Jump Prediction Project☆36Updated 5 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 4 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- ☆49Updated 4 years ago
- High Frequency Trading Strategies☆45Updated 7 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- Collection of Models related to market making☆17Updated 4 years ago
- ☆12Updated last year
- Basic Limit Order Book functions☆21Updated 7 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- ☆33Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆33Updated 3 years ago
- XTX Forecasting Challenge https://challenge.xtxmarkets.com/☆9Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 5 years ago
- ☆11Updated 7 years ago
- Phd repo☆16Updated 2 years ago
- ☆18Updated 3 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago