benibienz / flow-test-practiceLinks
Mock test for Flow Traders mental maths test
☆18Updated 5 years ago
Alternatives and similar repositories for flow-test-practice
Users that are interested in flow-test-practice are comparing it to the libraries listed below
Sorting:
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- A collection of homeworks of market microstructure models.☆271Updated 7 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆69Updated 5 years ago
- ☆49Updated 6 years ago
- CS7641 Team project☆97Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- High-frequency statistical arbitrage☆236Updated 2 years ago
- ☆123Updated 8 years ago
- OrderBook Simulator with Limit and Iceberg functionality☆79Updated 6 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆135Updated last year
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆233Updated 2 years ago
- Code and data for my blogs☆91Updated 4 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- Baruch MFE 2019 Spring☆44Updated 5 years ago
- ☆140Updated 4 years ago
- Collection of Models related to market making☆17Updated 4 years ago
- Personal Project that implements a variety of HFT strategies in C++☆74Updated 4 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- Delta hedging under SABR model☆43Updated last year
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆77Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Notes for the Book Quantitative Trading by Ernie Chan☆59Updated 8 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆50Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆57Updated 5 years ago
- Jane Street quant interview/test☆119Updated 8 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆36Updated 4 years ago
- Sharing quantitative analyses on Crypto Lake data☆70Updated last year
- Order Imbalance Strategy in High Frequency Trading☆139Updated 7 years ago