bradleyboyuyang / Statistical-ArbitrageLinks
High-frequency statistical arbitrage
☆216Updated 2 years ago
Alternatives and similar repositories for Statistical-Arbitrage
Users that are interested in Statistical-Arbitrage are comparing it to the libraries listed below
Sorting:
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆173Updated 5 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆253Updated last month
- Implementation of HFT backtesting simulator and Stoikov strategy☆134Updated 2 years ago
- experiments with pair trading☆315Updated 9 months ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆217Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆128Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆86Updated 2 years ago
- A collection of homeworks of market microstructure models.☆258Updated 7 years ago
- Order Imbalance Strategy in High Frequency Trading☆138Updated 7 years ago
- CS7641 Team project☆97Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- ☆117Updated 7 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Updated 6 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆150Updated 5 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- Delta hedging under SABR model☆34Updated last year
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆92Updated last year
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆129Updated 3 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆106Updated this week
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆299Updated last year
- An event-driven backtester☆109Updated 5 years ago
- ☆214Updated 7 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.