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)☆95Updated 9 months ago
- Literature survey of order execution strategies implemented in python☆41Updated 4 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆44Updated 4 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆198Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆105Updated last year
- Ornstein-Uhlenbeck process simulators and estimators☆32Updated 3 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆58Updated 4 years ago
- alpha投研示例☆63Updated last month
- CS7641 Team project☆93Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated 11 months ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆50Updated 2 years ago
- 非平衡订单流高频交易模型☆105Updated 6 years ago
- High frequency factors based on order and trade data.☆40Updated last year
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆98Updated 2 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆54Updated last year
- #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，…☆45Updated 9 months ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆53Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆82Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆27Updated 10 months ago
- Demonstrative examples for developing quantitative and systematic strategies☆37Updated last year
- Notes on Advances in Financial Machine Learning☆76Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆50Updated 5 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆69Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆84Updated 4 years ago
- High-frequency statistical arbitrage☆165Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆32Updated 5 years ago
- VeighNa框架的期权波动率交易模块☆36Updated last week
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated last year