alanfu / GammaScalpingLinks
Gamma Scalping Trading Strategies
☆24Updated 9 years ago
Alternatives and similar repositories for GammaScalping
Users that are interested in GammaScalping are comparing it to the libraries listed below
Sorting:
- 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 Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Updated 7 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Repo for HFT project in CMF☆29Updated 3 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- Option Strategy for Futures☆17Updated 5 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Updated 7 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆71Updated last year
- Optimal high-frequency market making strategy☆26Updated last year
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- ☆24Updated 6 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆37Updated last year
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72Updated 9 years ago
- Repository for market making ideas☆43Updated last year
- ☆25Updated 7 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,…☆50Updated 9 months ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆55Updated 5 years ago
- Models and programs developed as part of XTX Forecastin Challenge 2019☆28Updated 2 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
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆22Updated 7 years ago