alexanu / OrderBook-Tick-Data-Trading-StrategyLinks
☆11Updated 6 years ago
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
Sorting:
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Bitcoin high frequency trading based on order flow analysis☆8Updated 9 years ago
- Backtest and run stock trading CFD strategies tick by tick☆14Updated 4 years ago
- High Frequency Trading Strategies☆46Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- replication of micro-price on crytocurrency data☆10Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Phd repo☆17Updated 3 years ago
- Use machine learning to trade bitcoin.☆10Updated 4 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆21Updated 6 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 3 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Derive order flow from Tick and Trade data.☆32Updated 3 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Updated 4 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- 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
- 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
- Python demo code for LOBSTER limit order book data☆12Updated 5 years ago
- AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 3 years ago