clfrenchgit / gdax-bot
HFT signals on GDAX
☆44Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for gdax-bot
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆58Updated 4 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆87Updated 6 months ago
- ☆38Updated 5 years ago
- A collection of homeworks of market microstructure models.☆209Updated 6 years ago
- This repository contains the python codes as well as data files which have been included in the ML for Trading ebook☆94Updated 2 years ago
- Signal processing examples in python☆77Updated 4 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆141Updated this week
- CS7641 Team project☆87Updated 4 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆122Updated 9 months ago
- Features and labels engineering of raw data of quotes of several stocks.☆28Updated 5 years ago
- ☆125Updated 10 months ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆56Updated 8 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆112Updated 10 months ago
- A dockerized Jupyter quant research environment.☆155Updated this week
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆125Updated 5 months ago
- High-frequency statistical arbitrage☆149Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆97Updated 5 years ago
- ☆31Updated 2 months ago
- ☆106Updated 6 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆79Updated last month
- Time Series Prediction of Volume in LOB☆53Updated 7 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆184Updated this week
- ☆207Updated 7 years ago
- Some notebooks with powerful trading strategies.☆79Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆73Updated 6 years ago
- Baruch MFE 2019 Spring☆35Updated 4 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆183Updated last year
- Python library for asset pricing☆104Updated 8 months ago
- ☆41Updated last year