cgarvie / hfat
High frequency algotrading bot for bitmex/gdax/etc written to test micro-scale order flow inequality algorithms developed by using machine learning to optimize algos through backtesting over L3 order book data. Stopped playing with this
☆14Updated 6 years ago
Alternatives and similar repositories for hfat:
Users that are interested in hfat are comparing it to the libraries listed below
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- A Trading bot framework which uses a combination 1d KVO/Signal and VWAP strategies to place orders on Bitmex. Advanced strategies includi…☆19Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Marketmaker trading strategy☆28Updated 8 years ago
- ☆48Updated 8 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆12Updated 7 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- ☆22Updated 5 years ago
- Apply different deep learning models to limit order book.☆11Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- Option Strategy for Futures☆14Updated 4 years ago
- A study of the Glosten and Milgrom model for market making☆16Updated 9 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- Gamma Scalping Trading Strategies☆19Updated 8 years ago
- Trading platform for high frequency data☆15Updated 10 years ago
- ☆28Updated 8 years ago
- ☆13Updated 5 years ago
- Reinforcement learning environment for trading☆15Updated 7 years ago
- ☆11Updated 7 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Updated 8 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 7 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆34Updated 10 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆17Updated 7 years ago