Alternatives and similar repositories for LASSO-in-HFT:

Users that are interested in LASSO-in-HFT are comparing it to the libraries listed below

• riyersk / HFTrading
  Building a High Frequency Trading Engine with Neural Networks
  ☆12Updated 7 years ago
• lxin62107 / High-Frequency-Trading
  High Frequency Trading Strategy
  ☆12Updated 6 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated last year
• xixi0222 / Find-Alpha-Volatility-Factor
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12Updated 3 years ago
• sjcctv / Python-Market_Analysis_and_HFT_Trading_Strategy_Design-
  Use machine learning to trade bitcoin.
  ☆10Updated 3 years ago
• sanjeevai / order-imbalance
  Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform
  ☆11Updated 6 years ago
• jeffrayvid / high-frequency-trading
  Processing and performing financial calculations on HFT data
  ☆11Updated 6 years ago
• benzyx / tamit2019
  High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.
  ☆18Updated 5 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆19Updated 6 years ago
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆16Updated 2 years ago
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆16Updated 2 years ago
• istaaaa / ChannelBreakOutHFT
  Channel break out strategy for High Frequency Trading.
  ☆13Updated 6 years ago
• Hongtao-Lin / HFT-Prediction
  Machine learning approach to high frequency trading, MLP & RNN used
  ☆22Updated 8 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• LianguangXue / VPIN
  Vpin caculation and backtesting
  ☆14Updated 5 years ago
• nikkizhao1202 / Trading_Strategy_SP500
  Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM
  ☆10Updated 4 years ago
• keinsell / Hftish
  Alpaca-based Order Book Inbalace Algorithm.
  ☆12Updated 4 years ago
• alexanu / Python_Trading_Snippets
  Collections of snippets for trading I find interesting
  ☆26Updated 2 months ago
• theo-dim / Global-Macro-Strategies
  A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …
  ☆8Updated 3 years ago
• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆25Updated 7 years ago
• jasonzy121 / Limit-Order-Book-Reinforcement
  ☆11Updated 7 years ago
• kartikay94 / Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship
  ☆19Updated 4 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  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
• gaelwjl / ML_Optimal_Trading
  Collection of numerical methods for high frequency data, in Python notebooks
  ☆13Updated 4 years ago
• jo-cho / advances_in_financial_machine_learning
  Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado
  ☆3Updated 2 years ago
• FranklinMa810 / Market-Microstructure
  ☆21Updated 5 years ago
• jo-cho / meta_labeling_simplified
  Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…
  ☆13Updated 3 years ago
• elayden / Deep-Learning-Framework-for-Financial-Time-Series-Prediction-in-Python-Keras
  Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…
  ☆11Updated 4 years ago
• schepal / crypto_gamma_exposure
  A research project to study the gamma exposure of market-makers in Bitcoin option markets.
  ☆14Updated 4 years ago