armoreal / hftLinks
High Frequency Trading Strategies
☆48Updated 8 years ago
Alternatives and similar repositories for hft
Users that are interested in hft are comparing it to the libraries listed below
Sorting:
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆43Updated 5 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 5 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆35Updated last year
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆60Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆78Updated 7 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 4 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- ☆37Updated 4 years ago
- AS model performance versus trivial delta for market-makers☆21Updated 3 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆67Updated 3 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆111Updated last year
- Example of order book modeling.☆57Updated 6 years ago
- Repository for market making ideas☆42Updated last year
- ☆53Updated 4 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…☆72Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72Updated 9 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆137Updated 2 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆22Updated 7 years ago
- ☆28Updated 3 years ago
- ☆15Updated 3 years ago