source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html
☆38Jul 12, 2018Updated 7 years ago
Alternatives and similar repositories for Quant-Strategies-HFT
Users that are interested in Quant-Strategies-HFT are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Convert json descriptions of quant algorithms to verilog HDL.☆15Jul 3, 2020Updated 5 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 2 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆73Jun 15, 2024Updated last year
- Order Imbalance Trading Simulation R Code☆17Sep 9, 2019Updated 6 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆74May 9, 2016Updated 10 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆11Nov 6, 2018Updated 7 years ago
- Deep learning for price movement prediction using high frequency limit order data☆38Oct 8, 2018Updated 7 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago
- algo trading backtesting on BitMEX☆82Dec 4, 2023Updated 2 years ago
- An automated grid/ping-pong market-making bot for various exchanges.☆10Nov 2, 2018Updated 7 years ago
- 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 10 years ago
- Trend Prediction for High Frequency Trading☆43Dec 8, 2022Updated 3 years ago
- HFT based application that work with Akela Connectivity for NYSE.☆19Jun 22, 2017Updated 8 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆185Sep 28, 2019Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years 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
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- Order Book Analytics Database☆12Mar 31, 2020Updated 6 years ago
- 非平衡订单流高频交易模型☆114Nov 6, 2018Updated 7 years ago
- High Frequency Trading☆110Jun 10, 2018Updated 7 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years ago
- Orderbook Event Storage Using TectonicDB☆13Sep 6, 2018Updated 7 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Computer Engineering Senior Project. Machine Learning High Frequency Stock Trading Algorithm on an FPGA☆17Dec 4, 2019Updated 6 years ago
- ☆131Dec 12, 2017Updated 8 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- An environment to high-frequency trading agents under reinforcement learning☆289Aug 29, 2017Updated 8 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Apr 9, 2020Updated 6 years ago
- Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…☆18Sep 11, 2020Updated 5 years ago
- Deep Q-Learning for Market Making☆129Jun 12, 2018Updated 7 years ago
- C++ examples.☆167Apr 18, 2026Updated last month
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆30Aug 29, 2020Updated 5 years ago
- Limit Order Book Implemented in Python☆101Jan 3, 2018Updated 8 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆40Mar 30, 2024Updated 2 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆17Mar 21, 2019Updated 7 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- Python Program to predict Intra-day stocks☆12Oct 30, 2018Updated 7 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago