Alternatives and similar repositories for Optimal-Hedging:

Users that are interested in Optimal-Hedging are comparing it to the libraries listed below

• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆19Updated last year
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• FranklinMa810 / Market-Microstructure
  ☆21Updated 5 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆19Updated 5 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆15Updated 4 years ago
• jshellen / statarb
  ☆29Updated 3 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 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
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆58Updated last year
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆37Updated 4 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆39Updated 9 months ago
• CodingNoob234 / deribit-marketmaker-rest
  A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…
  ☆12Updated 2 weeks ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆41Updated 7 years ago
• xhshenxin / Micro_Price
  ☆47Updated 3 years ago
• bradleyboyuyang / Trading-System
  An asynchronous low-latency trading system
  ☆37Updated 10 months ago
• PanPip / research
  Contains all the Jupyter Notebooks used in our research
  ☆15Updated 4 years ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆49Updated 3 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆24Updated 6 months ago
• gjimzhou / MTH9815-Trading-System
  A project of building and running a trading system according to service oriented architecture standard.
  ☆14Updated 7 years ago
• Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage
  This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
  ☆65Updated 4 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆70Updated 7 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆49Updated 5 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆56Updated 9 months ago
• kpuchalskixiv / Impact-of-market-microstructure-on-stock-price
  ☆15Updated 2 years ago
• remis-thoughts / svi-zeliade
  Fitting an SVI model using Zeliade's method in Python with Pandas
  ☆11Updated 9 years ago
• joomong / HFT-Research
  Optimal high-frequency market making strategy
  ☆18Updated 2 months ago
• theopenstreet / VPIN_HFT
  ☆108Updated 7 years ago
• pkuWu / Option_Hedge
  这是一个包含Zakamouline和WW两种期权对冲策略的项目
  ☆17Updated 2 years ago