algosenses / Order_Imbalance_HFTLinks
非平衡订单流高频交易模型
☆111Updated 6 years ago
Alternatives and similar repositories for Order_Imbalance_HFT
Users that are interested in Order_Imbalance_HFT are comparing it to the libraries listed below
Sorting:
- Implementation of HFT backtesting simulator and Stoikov strategy☆131Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆109Updated last year
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆148Updated 5 years ago
- Order Imbalance Strategy in High Frequency Trading☆138Updated 7 years ago
- High Frequency Trading☆109Updated 7 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆170Updated 5 years ago
- alpha投研示例☆79Updated last month
- Orderflow chart GUI using finplot and pyqt5graph☆116Updated 2 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆164Updated 8 years ago
- algo trading backtesting on BitMEX☆80Updated last year
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago
- backtrader接入国内期货实盘交易☆76Updated 3 years ago
- Python Data Analysis and Financial Calculation☆66Updated 6 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- ☆27Updated 3 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆61Updated 2 years ago
- 沪深300指数增强模型☆86Updated 5 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆50Updated 4 months ago
- 基于streamlit的因子分析app☆78Updated 4 months ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆106Updated this week
- A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线☆143Updated 4 years ago
- ☆117Updated 7 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- I will upload and update my quant strategies here☆59Updated 6 years ago
- Collect knowledge around systematic trading, including software design, trading strategies, statistical skill. 量化交易/系统化交易知识集☆43Updated last year
- High-frequency statistical arbitrage☆215Updated 2 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆85Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆37Updated last year