algosenses / Order_Imbalance_HFTLinks
非平衡订单流高频交易模型
☆113Updated 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:
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆150Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆109Updated last year
- Implementation of HFT backtesting simulator and Stoikov strategy☆135Updated 2 years ago
- High Frequency Trading☆110Updated 7 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆165Updated 8 years ago
- Order Imbalance Strategy in High Frequency Trading☆139Updated 7 years ago
- Orderflow chart GUI using finplot and pyqt5graph☆117Updated 2 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆173Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Updated 6 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- alpha投研示例☆79Updated last week
- ☆27Updated 3 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,…☆49Updated 5 months ago
- 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☆144Updated 4 years ago
- backtrader接入国内期货实盘交易☆76Updated 4 years ago
- Python Data Analysis and Financial Calculation☆66Updated 6 years ago
- ☆117Updated 7 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- Derive order flow from Tick and Trade data.☆32Updated 4 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☆45Updated last year
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆62Updated 3 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆37Updated 2 years ago
- Machine Learning Algorithms For VWAP Prediction☆49Updated 6 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…☆71Updated 7 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆106Updated last week
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Event-driven backtest/realtime quantitative trading system.☆75Updated 3 years ago
- 事件驱动的量化交易/做市框架。☆83Updated 6 years ago
- 101 alpha factors calculate based on Alpha101☆140Updated 6 years ago