dummydoo / Advanced-Algorithmic-TradingLinks
The book <Advanced Algorithmic Trading> and its source code
☆62Updated 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
Sorting:
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆115Updated 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.☆253Updated 3 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆67Updated 5 years ago
- alpha投研示例☆91Updated last week
- High Frequency Trading Strategies☆49Updated 8 years ago
- High frequency factors based on order and trade data.☆70Updated 2 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆70Updated 3 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆143Updated 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
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆72Updated 8 years ago
- CS7641 Team project☆97Updated 5 years ago
- 101 alpha factors calculate based on Alpha101☆165Updated 6 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☆47Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- Stock factor mining with CNN and GRU.☆71Updated 3 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆75Updated 3 years ago
- stock☆96Updated 4 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆37Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆84Updated 7 years ago
- ☆150Updated this week
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆73Updated 2 years ago
- ☆30Updated 3 years ago
- 沪深300指数增强模型☆89Updated 6 years ago