alexbotsula / Price_direction_forecastLinks
☆49Updated 6 years ago
Alternatives and similar repositories for Price_direction_forecast
Users that are interested in Price_direction_forecast are comparing it to the libraries listed below
Sorting:
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆141Updated last year
- A collection of homeworks of market microstructure models.☆276Updated 7 years ago
- ☆123Updated 8 years ago
- CS7641 Team project☆97Updated 5 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆71Updated 5 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆73Updated 7 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆286Updated this week
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- A Practical Guide to a Simple Data Stack.☆41Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆203Updated this week
- Order Imbalance Strategy in High Frequency Trading☆141Updated 7 years ago
- High-frequency statistical arbitrage☆243Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 8 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆98Updated last year
- ☆39Updated 4 years ago
- Baruch MFE 2019 Spring☆43Updated 5 years ago
- algo trading backtesting on BitMEX☆80Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆124Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆84Updated 7 years ago
- Sharing quantitative analyses on Crypto Lake data☆72Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆50Updated 2 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- Delta hedging under SABR model☆44Updated last year
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 4 years ago