The book <Advanced Algorithmic Trading> and its source code
☆63Jan 5, 2018Updated 8 years ago
Alternatives and similar repositories for Advanced-Algorithmic-Trading
Users that are interested in Advanced-Algorithmic-Trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Ornstein-Uhlenbeck process simulators and estimators☆32Oct 19, 2021Updated 4 years ago
- An algorithmic trading robot written in Python.☆28Jun 4, 2017Updated 9 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆121May 20, 2024Updated 2 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Apr 9, 2020Updated 6 years ago
- High Frequency Trading Strategies☆49Aug 14, 2017Updated 8 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 3 years ago
- Literature survey of order execution strategies implemented in python☆46Jul 24, 2020Updated 5 years ago
- Python class for generation and parameter estimation of multivariate Hawkes processes☆177Aug 27, 2025Updated 10 months ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆272Apr 12, 2022Updated 4 years ago
- Generate realizations of stochastic processes in python.☆508Dec 9, 2022Updated 3 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆12Apr 12, 2023Updated 3 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 6 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆70Mar 19, 2023Updated 3 years ago
- Algorithmic trading with Deep Learning☆36Mar 14, 2020Updated 6 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- the book with script☆82Sep 4, 2017Updated 8 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆174Aug 21, 2017Updated 8 years ago
- 两家交易所做比特币的高频对冲☆18Dec 5, 2019Updated 6 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Feb 2, 2025Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆42Nov 21, 2019Updated 6 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆110Oct 16, 2015Updated 10 years ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 6 years ago
- 致力于多因子，AI策略，可盈利模型的研究☆12Apr 14, 2023Updated 3 years ago
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Avellaneda-Stoikov HFT market making algorithm implementation☆704Jul 6, 2023Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆155May 9, 2020Updated 6 years ago
- 2 books and related source codes for algorithmic trading.☆627Jun 17, 2024Updated 2 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- Time Series Analysis and Its Applications, Ed 5☆21May 12, 2026Updated last month
- ☆31Apr 27, 2017Updated 9 years ago
- Algorithmic-Trading-Plugins☆31Apr 23, 2024Updated 2 years ago
- ☆22Apr 1, 2023Updated 3 years ago
- High Frequency Market Making☆635Sep 24, 2023Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Successful Algorithmic Trading by Michael L. Halls-Moore☆49May 15, 2017Updated 9 years ago
- Chapter 8 of the AWS Cookbook☆12Apr 20, 2023Updated 3 years ago
- ☆16Jun 28, 2022Updated 4 years ago
- Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation☆13Mar 7, 2024Updated 2 years ago
- Deep Q-Learning for Market Making☆130Jun 12, 2018Updated 8 years ago
- KuCoin article code☆12Sep 4, 2022Updated 3 years ago
- Interactive brokers integration for live trading using Rob Carver's pysystem trade backtester.☆10May 15, 2018Updated 8 years ago