dummydoo / Advanced-Algorithmic-Trading
The book <Advanced Algorithmic Trading> and its source code
☆55Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for Advanced-Algorithmic-Trading
- Literature survey of order execution strategies implemented in python☆38Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆85Updated 6 months ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆192Updated 2 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆43Updated 4 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆56Updated 3 years ago
- CS7641 Team project☆87Updated 4 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆35Updated last year
- Implementation of HFT backtesting simulator and Stoikov strategy☆99Updated last year
- Ornstein-Uhlenbeck process simulators and estimators☆30Updated 3 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆50Updated last year
- A new formulaic alpha mining framework for quantitative investment☆81Updated 2 months ago
- ☆89Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆79Updated 3 years ago
- alpha投研示例☆57Updated last week
- This repository hosts my reading notes for academic papers.☆77Updated 3 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆26Updated 7 months ago
- Notes on Advances in Financial Machine Learning☆76Updated 5 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆55Updated 2 years ago
- High Frequency Jump Prediction Project☆34Updated 4 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆57Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆158Updated last year
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆43Updated 6 months ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆99Updated 5 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆51Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆76Updated last year
- three stochastic volatility model: Heston, SABR, SVI☆81Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 6 years ago
- High frequency factors based on order and trade data.☆32Updated 11 months ago
- ☆22Updated 2 years ago