The book <Advanced Algorithmic Trading> and its source code
☆63Jan 5, 2018Updated 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Ornstein-Uhlenbeck process simulators and estimators☆32Oct 19, 2021Updated 5 years ago
- An algorithmic trading robot written in Python.☆27Jun 4, 2017Updated 9 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Apr 9, 2020Updated 6 years ago
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 3 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆125May 20, 2024Updated 2 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Literature survey of order execution strategies implemented in python☆45Jul 24, 2020Updated 6 years ago
- Algorithmic trading with Deep Learning☆40Mar 14, 2020Updated 6 years ago
- Python class for generation and parameter estimation of multivariate Hawkes processes☆178Aug 27, 2025Updated last year
- Generate realizations of stochastic processes in python.☆511Dec 9, 2022Updated 3 years ago
- High Frequency Trading Strategies☆49Aug 14, 2017Updated 9 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆280Apr 12, 2022Updated 4 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 6 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆72Mar 19, 2023Updated 3 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆12Apr 12, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- the book with script☆83Sep 4, 2017Updated 9 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆174Aug 21, 2017Updated 9 years ago
- Implementation of algorithmic trading using reinforcement learning.☆29Jun 28, 2020Updated 6 years ago
- 两家交易所做比特币的高频对冲☆18Dec 5, 2019Updated 6 years ago
- High Frequency Jump Prediction Project☆37Jun 1, 2020Updated 6 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆42Nov 21, 2019Updated 6 years ago
- 2 books and related source codes for algorithmic trading.☆680Jun 17, 2024Updated 2 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆111Oct 16, 2015Updated 11 years ago
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Avellaneda-Stoikov HFT market making algorithm implementation☆732Jul 6, 2023Updated 3 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Feb 2, 2025Updated last year
- Several python based Algos for algorythmic trading formerly on the Quantopian platform☆54Nov 11, 2020Updated 5 years ago
- Exponentially-weighted recursive least squares (EW-RLS) for online linear regression.☆16Sep 28, 2026Updated last month
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆154May 9, 2020Updated 6 years ago
- 基于大语言模型自动挖掘和优化alpha☆14Jun 14, 2025Updated last year
- Based on the concepts in "CIMTR" and others, swing trading☆10Feb 23, 2025Updated last year
- 分钟频因子复现。 * 因子构造参考：《中金 | 量化多因子系列（12）：高频因子手册》https://mp.weixin.qq.com/s/N48b27FAPwcbQZkbnlBhwQ | 因子计算使用polars替代常见的pandas以获得更快的计算速度。☆12Sep 3, 2025Updated last year
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- A C++ interface with MySQL for building your own database of historical market quotes☆13Feb 20, 2017Updated 9 years ago
- Production-grade statistical arbitrage trading system with 20+ alpha strategies, portfolio optimization, and multiple backtesting engines…☆22Feb 10, 2026Updated 8 months ago
- Intraday Time Series Momentum trading strategy on 5-min bitcoin data☆14Jan 14, 2025Updated last year
- Materials for Big Data in Finance (Baruch MFE 9898)☆10Jul 23, 2020Updated 6 years ago
- Successful Algorithmic Trading by Michael L. Halls-Moore☆50May 15, 2017Updated 9 years ago
- Monitor your Claude Code burn rate. Prevent AI-amplified burnout. Single-file Python script with SVG gauge, trend sparkline, and automati…☆11Mar 12, 2026Updated 7 months ago
- Deep Q-Learning for Market Making☆131Jun 12, 2018Updated 8 years ago