Paper: https://arxiv.org/pdf/2008.12275.pdf
☆27Aug 29, 2020Updated 5 years ago
Alternatives and similar repositories for autohedger
Users that are interested in autohedger are comparing it to the libraries listed below
Sorting:
- Robust Market Making via Adversarial Reinforcement Learning☆54Apr 24, 2020Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Apr 5, 2021Updated 4 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 3 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years ago
- LSTM stock prediction and backtesting☆14Jan 11, 2020Updated 6 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆38Jan 3, 2021Updated 5 years ago
- This MLOps project productionizes a Deep Reinforcement Learning agent with a scalable, distributed data streaming infrastructure using Ka…☆31Apr 24, 2021Updated 4 years ago
- 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
- A project of building and running a trading system according to service oriented architecture standard.☆17Jan 3, 2018Updated 8 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆31Oct 7, 2020Updated 5 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆25Dec 9, 2017Updated 8 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Optimal high-frequency market making strategy☆27Nov 24, 2024Updated last year
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 9 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Oct 8, 2018Updated 7 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- Order Imbalance Strategy in High Frequency Trading☆141Jun 4, 2018Updated 7 years ago
- Forex news trading app built with java and Dukascopy API. Can open multiple orders and manage them during the news event. Includes strate…☆13May 14, 2019Updated 6 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- Python Program to predict Intra-day stocks☆12Oct 30, 2018Updated 7 years ago
- Tensorflow 2.x implementation of Gradient Origin Networks☆12Jul 13, 2020Updated 5 years ago
- ☆10Nov 16, 2021Updated 4 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆13Jan 11, 2023Updated 3 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 5 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- 非平衡订单流高频交易模型☆114Nov 6, 2018Updated 7 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆55May 18, 2020Updated 5 years ago
- Use NetFPGA SUME to implement HFT Machine based on TWSE Stock Server☆30Nov 20, 2018Updated 7 years ago
- Compute set of important operations for HCTSA code☆27Apr 11, 2020Updated 5 years ago
- Construction of local volatility surface by using SABR☆30Apr 29, 2017Updated 8 years ago
- Lock-free queues.☆20Dec 10, 2023Updated 2 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Time-Series Momentum Strategies☆12Jul 20, 2018Updated 7 years ago
- oTree app for financial market experiments with high frequency trading☆28Aug 28, 2023Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Mar 12, 2021Updated 4 years ago