egorrazzhivin / HFT-Market-MakingView external linksLinks
Market making strategies and scientific papers
☆14Aug 20, 2023Updated 2 years ago
Alternatives and similar repositories for HFT-Market-Making
Users that are interested in HFT-Market-Making are comparing it to the libraries listed below
Sorting:
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 2 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- Optimal high-frequency market making strategy☆27Nov 24, 2024Updated last year
- High Frequency Market Making: Optimal Quoting☆15Mar 20, 2023Updated 2 years ago
- Option Strategy for Futures☆17Jul 29, 2020Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 4 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Oct 27, 2019Updated 6 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- Phd repo☆17Jul 14, 2022Updated 3 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Jan 13, 2023Updated 3 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆37Mar 30, 2024Updated last year
- This is the code repository for 7FNCE025W High Frequency Trading.☆10Apr 12, 2023Updated 2 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Apr 8, 2020Updated 5 years ago
- Repository for market making ideas☆43Apr 26, 2024Updated last year
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 9 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- An automatic high frequency trading bot for cryptocurrencies☆23Jul 30, 2020Updated 5 years ago
- Accompanying code to my master thesis: "Neural Network assisted Option Pricing under Rough Volatility: An Empirical Validation".☆12Apr 14, 2022Updated 3 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆10Jun 10, 2023Updated 2 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆13Jan 11, 2023Updated 3 years ago
- Robust deep hedging and Non-linear generalized affine processes☆14Mar 7, 2025Updated 11 months ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 5 years ago
- Python Program to predict Intra-day stocks☆12Oct 30, 2018Updated 7 years ago
- Stock Market predictions are one of the most difficult problems to solve, and during the looming days of recession it’s extremely difficu…☆15Sep 2, 2020Updated 5 years ago
- ☆26Sep 28, 2021Updated 4 years ago
- Cryptocurrency Trading Bot helps to backtest with Machine Learning Models and use it for trading the crypto☆27May 22, 2023Updated 2 years ago
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Dec 11, 2019Updated 6 years ago
- ☆13Dec 29, 2018Updated 7 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 4 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- robotRay is a python robo trader bot for several strategies including: 1) naked puts based on a simple vega crush algo, 2) golden cross. …☆15Aug 27, 2021Updated 4 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- ☆16Jul 17, 2020Updated 5 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆15Sep 12, 2020Updated 5 years ago