dummydoo / Advanced-Algorithmic-Trading
The book <Advanced Algorithmic Trading> and its source code
☆58Updated 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
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆100Updated 10 months ago
- Literature survey of order execution strategies implemented in python☆42Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆114Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆211Updated 3 years ago
- alpha投研示例☆69Updated last week
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- High Frequency Trading Strategies☆43Updated 7 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆44Updated 5 years ago
- High frequency factors based on order and trade data.☆44Updated last year
- Ornstein-Uhlenbeck process simulators and estimators☆32Updated 3 years ago
- CS7641 Team project☆94Updated 4 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆71Updated last year
- stock☆87Updated 3 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆60Updated 2 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- 多因子模型相关☆21Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆78Updated 6 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆29Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆83Updated 4 years ago
- Stock factor mining with CNN and GRU.☆51Updated 2 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆105Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago
- ☆27Updated last year
- ☆112Updated 7 years ago
- #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,…☆46Updated this week
- ☆23Updated 2 years ago
- High Frequency Trading☆107Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆53Updated 6 years ago