Alternatives and similar repositories for OrderBook-Tick-Data-Trading-Strategy

Users that are interested in OrderBook-Tick-Data-Trading-Strategy are comparing it to the libraries listed below

• haosongQuant / OrderBook-Tick-Data-Trading
  verify OrderBook Tick Data Trading Strategy on futures.
  ☆15Updated 6 years ago
• istaaaa / ChannelBreakOutHFT
  Channel break out strategy for High Frequency Trading.
  ☆14Updated 6 years ago
• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆25Updated 7 years ago
• lxin62107 / High-Frequency-Trading
  High Frequency Trading Strategy
  ☆12Updated 6 years ago
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆16Updated 2 years ago
• sjcctv / Python-Market_Analysis_and_HFT_Trading_Strategy_Design-
  Use machine learning to trade bitcoin.
  ☆10Updated 3 years ago
• riyersk / HFTrading
  Building a High Frequency Trading Engine with Neural Networks
  ☆12Updated 7 years ago
• Hongtao-Lin / HFT-Prediction
  Machine learning approach to high frequency trading, MLP & RNN used
  ☆22Updated 8 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 6 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 3 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆40Updated 2 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆44Updated 7 years ago
• LianguangXue / VPIN
  Vpin caculation and backtesting
  ☆14Updated 5 years ago
• nikkizhao1202 / Trading_Strategy_SP500
  Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM
  ☆10Updated 5 years ago
• constancedongg / LASSO-in-HFT
  Apply LASSO in High-Frequency-Trading
  ☆9Updated 5 years ago
• dstreetquant / pyVWAPTradingSignalSystem
  A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal
  ☆17Updated 7 years ago
• xixi0222 / Find-Alpha-Volatility-Factor
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12Updated 3 years ago
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆18Updated 2 years ago
• z357412526 / HighFreqTransaction
  In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …
  ☆10Updated 9 years ago
• rrrrhhhh123 / CTA_backtesting
  Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…
  ☆11Updated 7 years ago
• koteyevlev / MarketMakingMLAlgo
  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
• phonegapX / sustecher
  Alpha研究平台
  ☆19Updated 3 years ago
• jasonzy121 / Limit-Order-Book-Reinforcement
  ☆11Updated 7 years ago
• actuarialsnail / blsh-lob-bot
  Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)
  ☆17Updated 2 years ago
• profnote / AlgoTrading-PriceImpactOrderFlow
  Implementing a medium freq trading strategy by estimating price impact via order flow.
  ☆16Updated 4 years ago
• kanwardusaj / wqu_machinelearning_finance
  Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…
  ☆11Updated 4 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago