Alternatives and similar repositories for Market_MicroStructure_Models

Users that are interested in Market_MicroStructure_Models are comparing it to the libraries listed below

• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆14Updated 2 years ago
• kpuchalskixiv / Impact-of-market-microstructure-on-stock-price
  ☆15Updated 3 years ago
• sle14 / Options-market-making-using-a-stochastic-control-approach
  Derivation of analytical expressions of optimal quotes for market making in options.
  ☆20Updated 3 years ago
• joomong / HFT-Research
  Optimal high-frequency market making strategy
  ☆24Updated 11 months ago
• pengxin123 / mth-9879
  Baruch course - Market Microstructure
  ☆14Updated 9 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• xhshenxin / Micro_Price
  ☆53Updated 4 years ago
• mselser95 / optimal-market-making
  Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"
  ☆28Updated 4 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆32Updated 4 years ago
• Zhenfeng-Liang / FX_Modeling_N_Market_Making
  ☆11Updated 9 years ago
• gjimzhou / MTH9815-Trading-System
  A project of building and running a trading system according to service oriented architecture standard.
  ☆17Updated 7 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆39Updated 5 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆16Updated 5 years ago
• LianguangXue / VPIN
  Vpin caculation and backtesting
  ☆14Updated 6 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆16Updated 4 years ago
• June911 / micro-price
  replication of micro-price on crytocurrency data
  ☆10Updated 3 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆41Updated 5 years ago
• jwubn / market-microstructure
  Course projects of mathematical market microstructure.
  ☆13Updated 6 years ago
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆19Updated 2 years ago
• jshellen / statarb
  ☆37Updated 4 years ago
• gaelwjl / ML_Optimal_Trading
  Collection of numerical methods for high frequency data, in Python notebooks
  ☆13Updated 4 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• schepal / crypto_gamma_exposure
  A research project to study the gamma exposure of market-makers in Bitcoin option markets.
  ☆15Updated 5 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆50Updated 5 years ago
• minhdng / market_microstructure
  MFM workshop project
  ☆12Updated 4 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆25Updated 2 years ago
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆18Updated 3 years ago
• TYtianyang / scbnn
  Implied volatility surface interpolation with shape-constrained bayesian neural network.
  ☆15Updated 4 years ago
• JackJacquier / SABR-Implied-Volatility
  SABR Implied volatility asymptotics
  ☆23Updated 5 years ago