High Frequency Trading Strategies
☆50Aug 14, 2017Updated 8 years ago
Alternatives and similar repositories for hft
Users that are interested in hft are comparing it to the libraries listed below
Sorting:
- Literature survey of order execution strategies implemented in python☆43Jul 24, 2020Updated 5 years ago
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 2 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Apr 9, 2020Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆37Nov 21, 2019Updated 6 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆115May 20, 2024Updated last year
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆109Oct 16, 2015Updated 10 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆169Aug 21, 2017Updated 8 years ago
- 两家交易所做比特币的高频对冲☆19Dec 5, 2019Updated 6 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 5 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151May 9, 2020Updated 5 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆254Apr 12, 2022Updated 3 years ago
- An algorithmic trading robot written in Python.☆28Jun 4, 2017Updated 8 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 5 years ago
- This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf tradin…☆22May 19, 2021Updated 4 years ago
- High Frequency Market Making☆612Sep 24, 2023Updated 2 years ago
- ☆42May 27, 2021Updated 4 years ago
- Backtest and run stock trading CFD strategies tick by tick☆13Mar 29, 2021Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- The book <Advanced Algorithmic Trading> and its source code☆62Jan 5, 2018Updated 8 years ago
- Ornstein-Uhlenbeck process simulators and estimators☆32Oct 19, 2021Updated 4 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆178Sep 28, 2019Updated 6 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 4 years ago
- ☆15Jun 10, 2020Updated 5 years ago
- An automatic high frequency trading bot for cryptocurrencies☆22Jul 30, 2020Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆80Jan 27, 2018Updated 8 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆73May 9, 2016Updated 9 years ago
- Asynchronous driven quantitative trading framework.☆15May 14, 2023Updated 2 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆644Jul 6, 2023Updated 2 years ago
- 非平衡订单流高频交易模型☆113Nov 6, 2018Updated 7 years ago
- Repo for HFT project in CMF☆28Jan 4, 2023Updated 3 years ago
- Asynchronous event I/O driven quantitative trading framework.☆20Mar 15, 2021Updated 4 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆10Apr 12, 2023Updated 2 years ago
- 基于 TheNextQuant 的量化交易框架☆21Aug 14, 2022Updated 3 years ago