cortexorca / bitmex-algoLinks
High frequency trading algorithm for Bitmex
☆23Updated 5 years ago
Alternatives and similar repositories for bitmex-algo
Users that are interested in bitmex-algo are comparing it to the libraries listed below
Sorting:
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 5 years ago
- An algorithmic trading robot written in Python.☆28Updated 8 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Simulator of a basic order book flow and order execution☆18Updated 2 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆14Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆35Updated last year
- Deep learning for limit order book trading and mid-price movement☆55Updated 4 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆18Updated 2 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆52Updated 2 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆30Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- Implementation of algorithmic trading using reinforcement learning.☆29Updated 5 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- 实行gamma scalping策略时的期权组合选择工具☆18Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 2 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Updated 5 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆24Updated 5 months ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆109Updated last year
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆30Updated 4 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆44Updated 8 months ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆14Updated 2 months ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- 两家交易所做比特币的高频对冲☆19Updated 5 years ago