dummydoo / Advanced-Algorithmic-TradingLinks
The book <Advanced Algorithmic Trading> and its source code
☆60Updated 7 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
Sorting:
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆109Updated last year
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆233Updated 3 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆65Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆135Updated 2 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- alpha投研示例☆79Updated last week
- CS7641 Team project☆96Updated 5 years ago
- High frequency factors based on order and trade data.☆60Updated last year
- 101 alpha factors calculate based on Alpha101☆140Updated 6 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆66Updated 2 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆165Updated 8 years ago
- Collect knowledge around systematic trading, including software design, trading strategies, statistical skill. 量化交易/系统化交易知识集☆45Updated last year
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆62Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆47Updated 2 years ago
- Ornstein-Uhlenbeck process simulators and estimators☆32Updated 3 years ago
- High-frequency statistical arbitrage☆216Updated 2 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆121Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆65Updated 7 years ago
- ☆111Updated 5 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆150Updated 5 years ago
- 非平衡订单流高频交易模型☆113Updated 6 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆210Updated 4 years ago
- I will upload and update my quant strategies here☆60Updated 6 years ago
- stock☆93Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago