bradleyboyuyang / FTEC5530-Algo-TradingLinks
Algorithmic trading scripts using Q/kdb+
☆21Updated 3 years ago
Alternatives and similar repositories for FTEC5530-Algo-Trading
Users that are interested in FTEC5530-Algo-Trading are comparing it to the libraries listed below
Sorting:
- Dynamic portfolio optimization☆31Updated 2 years ago
- Order Book Imbalance trading strategy☆11Updated 3 years ago
- Collection of Models related to market making☆17Updated 5 years ago
- Package to build risk model for factor pricing model☆28Updated last year
- ☆24Updated 6 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- experiments with crypto trading☆16Updated last year
- Repo for HFT project in CMF☆29Updated 3 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- Option Strategy for Futures☆17Updated 5 years ago
- Delta hedging under SABR model☆44Updated last year
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆14Updated 3 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Updated 6 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- ☆34Updated 2 years ago
- ☆38Updated 4 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆22Updated 3 years ago
- Optimal high-frequency market making strategy☆26Updated last year
- Time Series Prediction of Volume in LOB☆60Updated last year
- AS model performance versus trivial delta for market-makers☆21Updated 4 years ago
- ☆55Updated 4 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆16Updated 2 years ago
- ☆16Updated 3 years ago
- ☆12Updated 2 years ago
- Python demo code for LOBSTER limit order book data☆13Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆20Updated 9 months ago