High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
☆598Sep 20, 2022Updated 3 years ago
Alternatives and similar repositories for ML-HFT
Users that are interested in ML-HFT are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- High-frequency statistical arbitrage☆272Jul 30, 2023Updated 2 years ago
- High Frequency Market Making☆641Sep 24, 2023Updated 2 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,314Aug 27, 2022Updated 3 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆188Sep 28, 2019Updated 6 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆304Jul 18, 2026Updated last week
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A collection of homeworks of market microstructure models.☆292May 4, 2018Updated 8 years ago
- An asynchronous low-latency trading system☆69Mar 30, 2024Updated 2 years ago
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆4,316Dec 23, 2025Updated 7 months ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and exe…☆1,165Jul 14, 2026Updated 2 weeks ago
- Binance cash-and-carry arbitrage bot☆81Dec 31, 2022Updated 3 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆276Apr 12, 2022Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,384Nov 13, 2024Updated last year
- Avellaneda-Stoikov HFT market making algorithm implementation☆713Jul 6, 2023Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆216Mar 29, 2023Updated 3 years ago
- Order Imbalance Strategy in High Frequency Trading☆148Jun 4, 2018Updated 8 years ago
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆322Dec 4, 2023Updated 2 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆255Jun 29, 2023Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆65Jul 1, 2021Updated 5 years ago
- My first high-frequency trading strategy using machine learning☆20Sep 16, 2022Updated 3 years ago
- ☆39Aug 2, 2021Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Feb 27, 2019Updated 7 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆96Mar 12, 2021Updated 5 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆158Dec 11, 2022Updated 3 years ago
- High frequency trading bot for crypto currencies☆432Feb 7, 2022Updated 4 years ago
- Deep learning modelling of orderbooks☆103Oct 8, 2020Updated 5 years ago
- ☆154Nov 10, 2021Updated 4 years ago
- Delta hedging under SABR model☆50May 14, 2024Updated 2 years ago
- Optimal high-frequency market making strategy☆29Nov 24, 2024Updated last year
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆41Jan 3, 2021Updated 5 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆60Apr 6, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆23May 4, 2021Updated 5 years ago
- ☆42Aug 29, 2022Updated 3 years ago
- experiments with pair trading☆344Dec 10, 2024Updated last year
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆510Mar 9, 2021Updated 5 years ago
- ☆472Jan 10, 2021Updated 5 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆225Mar 23, 2021Updated 5 years ago
- simple crypto market maker☆611May 29, 2026Updated 2 months ago