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 last year
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆19Updated 6 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• Weichong515 / Algo-Trading-14
  Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm
  ☆15Updated 5 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
  ☆27Updated 3 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆39Updated 2 years ago
• constancedongg / LASSO-in-HFT
  Apply LASSO in High-Frequency-Trading
  ☆9Updated 5 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆23Updated 2 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• tjmcrill / automated_trading
  High Frequency Trading (HFT) done using the Alpaca Trade API and Python.
  ☆25Updated 5 years ago
• sanjeevai / order-imbalance
  Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform
  ☆11Updated 6 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• mselser95 / optimal-market-making
  Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"
  ☆27Updated 4 years ago
• FranklinMa810 / Market-Microstructure
  ☆21Updated 5 years ago
• MarcosCarreira / LimitOrderBooks
  Basic Limit Order Book functions
  ☆21Updated 7 years ago
• yuba316 / Pair_Trading_with_Box_Tiao_Decomposition
  Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
  ☆12Updated 2 years ago
• nikkizhao1202 / Trading_Strategy_SP500
  Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM
  ☆10Updated 4 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆16Updated 4 years ago
• xhshenxin / Micro_Price
  ☆49Updated 4 years ago
• gjimzhou / MTH9815-Trading-System
  A project of building and running a trading system according to service oriented architecture standard.
  ☆14Updated 7 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆33Updated 5 years ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆60Updated 2 years ago
• david-alber / Pairs-Trading-as-application-to-the-Ornstein-Uhlenbeck-Process
  A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…
  ☆25Updated 4 years ago
• keinsell / Hftish
  Alpaca-based Order Book Inbalace Algorithm.
  ☆12Updated 4 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆42Updated 7 years ago
• scibrokes / real-time-fxcm
  #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…
  ☆46Updated 11 months ago
• anthonyng2 / Time-Series-Momentum
  ☆18Updated 8 years ago
• xixi0222 / Find-Alpha-Volatility-Factor
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12Updated 3 years ago