alexanu / OrderBook-Tick-Data-Trading-Strategy
☆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
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 5 years ago
- Channel break out strategy for High Frequency Trading.☆13Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 6 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 6 years ago
- Phd repo☆16Updated 2 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 4 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- Bitcoin high frequency trading based on order flow analysis☆7Updated 8 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆16Updated 7 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆19Updated 6 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆14Updated 4 years ago
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- Alpha研究平台☆18Updated 3 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 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 8 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- Vpin caculation and backtesting☆13Updated 5 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆12Updated 6 years ago
- Derive order flow from Tick and Trade data.☆28Updated 3 years ago