Alternatives and similar repositories for Data-Mining-on-BTC-Trading-Statistics

Users that are interested in Data-Mining-on-BTC-Trading-Statistics are comparing it to the libraries listed below

• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 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
  ☆31Updated 4 years ago
• Git053 / DQN_pairtrading
  Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries
  ☆13Updated 3 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆43Updated 3 years ago
• Ray-0403 / HFT-using-Machine-Learning
  My first high-frequency trading strategy using machine learning
  ☆19Updated 3 years ago
• gaelwjl / ML_Optimal_Trading
  Collection of numerical methods for high frequency data, in Python notebooks
  ☆13Updated 4 years ago
• yuba316 / OptionBackTest
  from for/if/else to my first option back-test function
  ☆21Updated 5 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆35Updated 6 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆21Updated 3 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• Andrew-Lloy / Optimal-HFT-Guilbaud-Pham
  Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…
  ☆18Updated 2 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆23Updated 5 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆39Updated 5 years ago
• lxin62107 / High-Frequency-Trading
  High Frequency Trading Strategy
  ☆12Updated 6 years ago
• Gabrielvon / QuantWork
  ☆12Updated 4 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆38Updated 5 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆33Updated 4 years ago
• AnsonCHOWcm / PairTrading_Copula_Backtrader
  This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…
  ☆23Updated 3 years ago
• joomong / HFT-Research
  Optimal high-frequency market making strategy
  ☆24Updated last year
• xic18 / High-frequency-prediction-of-stock-returns
  High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.
  ☆18Updated 2 years ago
• istaaaa / ChannelBreakOutHFT
  Channel break out strategy for High Frequency Trading.
  ☆15Updated 7 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆43Updated 5 years ago
• actuarialsnail / blsh-lob-bot
  Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)
  ☆17Updated 2 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆32Updated 4 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆70Updated last year
• Yikiwi13 / HMM-GMM-Timing-Strategy
  ☆46Updated 4 years ago
• DavidCico / Forecasting-direction-of-trade-an-example-with-LSTM-neural-network
  In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Ne…
  ☆21Updated 4 years ago
• Yan1015 / Pairs-Trading-using-Copula
  This project is to apply Copula Function to pair trading strategy both in American stock market.
  ☆29Updated 7 years ago