dummydoo / Advanced-Algorithmic-TradingLinks
The book <Advanced Algorithmic Trading> and its source code
☆61Updated 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)☆113Updated 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.☆249Updated 3 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆141Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆66Updated 5 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- CS7641 Team project☆97Updated 5 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆70Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆96Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 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☆46Updated 2 years ago
- High frequency factors based on order and trade data.☆69Updated 2 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated 2 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆167Updated 8 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 7 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆137Updated 3 years ago
- High-frequency statistical arbitrage☆238Updated 2 years ago
- alpha投研示例☆88Updated 3 months ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆36Updated 6 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆67Updated 3 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆36Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆71Updated 2 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- ☆30Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆61Updated 4 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Updated 2 years ago