Alternatives and similar repositories for tamit2019

Users that are interested in tamit2019 are comparing it to the libraries listed below

• riyersk / HFTrading
  Building a High Frequency Trading Engine with Neural Networks
  ☆12Updated 7 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated 2 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• Zicheng-He / Mean-Reverting-and-Break-Out-strategies-on-FX
  High-Frequency-Trading Strategies in XAU/USD based on MER (Mean-Reverting) and BO (Break Out)
  ☆10Updated 4 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆29Updated 4 years ago
• we-z / Orderbook-HFT
  Order Book Imbalance trading strategy
  ☆11Updated 2 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆65Updated 6 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆32Updated 4 years ago
• istaaaa / ChannelBreakOutHFT
  Channel break out strategy for High Frequency Trading.
  ☆14Updated 7 years ago
• mselser95 / optimal-market-making
  Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"
  ☆29Updated 4 years ago
• Weichong515 / Algo-Trading-14
  Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm
  ☆15Updated 6 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆17Updated 4 years ago
• jshellen / statarb
  ☆36Updated 4 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆35Updated 5 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆43Updated 2 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆29Updated 2 years ago
• joomong / HFT-Research
  Optimal high-frequency market making strategy
  ☆24Updated 10 months ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• Hongtao-Lin / HFT-Prediction
  Machine learning approach to high frequency trading, MLP & RNN used
  ☆22Updated 9 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆20Updated 2 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆27Updated last year
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 7 years ago
• ialpatov / hft
  High Frequency Market Making: Optimal Quoting
  ☆13Updated 2 years ago
• actuarialsnail / blsh-lob-bot
  Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)
  ☆17Updated 2 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆39Updated 5 years ago
• xhshenxin / Micro_Price
  ☆52Updated 4 years ago
• alanfu / GammaScalping
  Gamma Scalping Trading Strategies
  ☆22Updated 9 years ago
• Andrew-Lloy / Optimal-HFT-Guilbaud-Pham
  Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…
  ☆17Updated last year