alanfu / GammaScalping
Gamma Scalping Trading Strategies
☆19Updated 9 years ago
Alternatives and similar repositories for GammaScalping
Users that are interested in GammaScalping are comparing it to the libraries listed below
Sorting:
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆67Updated 9 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆28Updated 3 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结 彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆46Updated last month
- ☆24Updated 6 years ago
- Option Strategy for Futures☆14Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆57Updated 6 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆14Updated last year
- High Frequency Trading Strategies☆44Updated 7 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Delta hedging under SABR model☆31Updated last year
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆16Updated last month
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- ☆49Updated 8 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago