Alternatives and similar repositories for High-Frequency-Trading-Simulation-System

Users that are interested in High-Frequency-Trading-Simulation-System are comparing it to the libraries listed below

• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆109Updated 7 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 8 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆164Updated 8 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆97Updated 7 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆127Updated 7 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆71Updated 9 years ago
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆92Updated last year
• BryceMeng / mlfinlab_research_bryce
  ☆23Updated 5 years ago
• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆97Updated 4 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 6 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆106Updated 6 years ago
• DrAshBooth / HFTrader
  HFTrader is fully automated high frequency trading system
  ☆96Updated 12 years ago
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆75Updated 3 years ago
• mmargenot / machine-learning-market-maker
  Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
  ☆107Updated 9 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆93Updated 4 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆63Updated 8 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆37Updated 4 years ago
• xhshenxin / Micro_Price
  ☆52Updated 4 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• r8m / MarketMaker
  Marketmaker trading strategy
  ☆28Updated 8 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆60Updated 6 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆148Updated 5 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆133Updated 6 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 years ago
• englianhu / Quant-Strategies-HFT
  source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html
  ☆38Updated 7 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆120Updated 3 years ago
• miroblog / limit_orderbook_prediction
  ☆140Updated 2 years ago
• theopenstreet / VPIN_HFT
  ☆117Updated 7 years ago