The book <Advanced Algorithmic Trading> and its source code
☆62Jan 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
Sorting:
- Ornstein-Uhlenbeck process simulators and estimators☆32Oct 19, 2021Updated 4 years ago
- An algorithmic trading robot written in Python.☆28Jun 4, 2017Updated 8 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆116May 20, 2024Updated last year
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Apr 9, 2020Updated 5 years ago
- High Frequency Trading Strategies☆50Aug 14, 2017Updated 8 years ago
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆44Jul 24, 2020Updated 5 years ago
- Python class for generation and parameter estimation of multivariate Hawkes processes☆176Aug 27, 2025Updated 6 months ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆256Apr 12, 2022Updated 3 years ago
- Generate realizations of stochastic processes in python.☆501Dec 9, 2022Updated 3 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆10Apr 12, 2023Updated 2 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 5 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆67Mar 19, 2023Updated 3 years ago
- Algorithmic trading with Deep Learning☆35Mar 14, 2020Updated 6 years ago
- the book with script☆81Sep 4, 2017Updated 8 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆169Aug 21, 2017Updated 8 years ago
- 两家交易所做比特币的高频对冲☆19Dec 5, 2019Updated 6 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆23Feb 2, 2025Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆39Nov 21, 2019Updated 6 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆108Oct 16, 2015Updated 10 years ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- 致力于多因子，AI策略，可盈利模型的研究☆13Apr 14, 2023Updated 2 years ago
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆652Jul 6, 2023Updated 2 years ago
- 2 books and related source codes for algorithmic trading.☆611Jun 17, 2024Updated last year
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆21May 5, 2021Updated 4 years ago
- ☆11Feb 26, 2024Updated 2 years ago
- Time Series Analysis and Its Applications, Ed 5☆20Updated this week
- ☆30Apr 27, 2017Updated 8 years ago
- Algorithmic-Trading-Plugins☆24Apr 23, 2024Updated last year
- High Frequency Market Making☆616Sep 24, 2023Updated 2 years ago
- ☆21Apr 1, 2023Updated 2 years ago
- quantitative trading with Javascript OR Python 用Javascript OR Python进行量化交易☆10Apr 11, 2018Updated 7 years ago
- Chapter 8 of the AWS Cookbook☆12Apr 20, 2023Updated 2 years ago
- ☆16Jun 28, 2022Updated 3 years ago
- Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation☆13Mar 7, 2024Updated 2 years ago
- Deep Q-Learning for Market Making☆128Jun 12, 2018Updated 7 years ago
- Interactive brokers integration for live trading using Rob Carver's pysystem trade backtester.☆10May 15, 2018Updated 7 years ago