Models and programs developed as part of XTX Forecastin Challenge 2019
☆28Jul 6, 2023Updated 2 years ago
Alternatives and similar repositories for XTX_Challenge
Users that are interested in XTX_Challenge are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Source Code for Data Mining Algorithms in C++ by Timothy Masters☆40Jan 29, 2018Updated 8 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Sep 4, 2023Updated 2 years ago
- ☆14Nov 7, 2024Updated last year
- Source code for the course "Deep Reinforcement Learning for High-Frequency Trading" held at the Ukrainian Catholic University / Czech Tec…☆20Sep 11, 2022Updated 3 years ago
- Two Sigma Financial Modeling Challenge | Kaggle☆15Mar 16, 2018Updated 8 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago
- Transformers for limit order books☆13Jul 25, 2021Updated 4 years ago
- Modeling the volatility of commodity futures Indices☆15Mar 17, 2017Updated 9 years ago
- Volume-Synchronized Probability of Informed Trading☆116Oct 13, 2013Updated 12 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- A CNN + Auto-Encoder Approach for Predicting Financial Time-Series☆12May 16, 2019Updated 6 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆21May 5, 2021Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- A trading bot for the BTCChina exchange that acts as a market maker☆20Mar 23, 2014Updated 12 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆261Apr 12, 2022Updated 4 years ago
- Investment comparison tool using Python☆15Nov 21, 2018Updated 7 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…☆74Jun 3, 2018Updated 7 years ago
- Example of order book modeling.☆58Jun 18, 2019Updated 6 years ago
- An extensible, dynamic and blazing fast derivatives trading engine☆12Feb 27, 2023Updated 3 years ago
- A collection of homeworks of market microstructure models.☆285May 4, 2018Updated 8 years ago
- Algorithmic and high-frequency trading book☆21Aug 5, 2020Updated 5 years ago
- Jupyter notebook to calculate trading profit and loss☆28Sep 16, 2022Updated 3 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆22Apr 11, 2020Updated 6 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆17Nov 20, 2020Updated 5 years ago
- Order Imbalance Strategy in High Frequency Trading☆144Jun 4, 2018Updated 7 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆34Dec 14, 2025Updated 4 months ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- ☆68Apr 10, 2021Updated 5 years ago
- ☆48Jun 16, 2019Updated 6 years ago
- An Algorithmic Day Trading Bot☆13Aug 18, 2020Updated 5 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Code for the paper "Learning to Do or Learning While Doing: Reinforcement Learning and Bayesian Optimisation for Online Continuous Tuning…☆13Nov 15, 2023Updated 2 years ago
- Wakuang is quantitative trading . Our project provides a solution of certificate of stock analysis.☆17Jan 24, 2022Updated 4 years ago
- A library that implements the websocket protocol on top of Async☆14Apr 6, 2026Updated 3 weeks ago
- Building and evaluating a ranking model using the MSLR-WEB10K dataset☆14Feb 17, 2021Updated 5 years ago
- Deep Learning + Time Series Analysis☆27Apr 1, 2019Updated 7 years ago
- In this recruiting competition, Winton challenges you to take on the very difficult task of predicting the future (stock returns).☆13Feb 10, 2020Updated 6 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆101Updated this week