evgerher / hft-backtestingLinks
☆15Updated 5 years ago
Alternatives and similar repositories for hft-backtesting
Users that are interested in hft-backtesting are comparing it to the libraries listed below
Sorting:
- ☆16Updated 3 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- Order Book Imbalance trading strategy☆11Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- Repo for HFT project in CMF☆29Updated 3 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 3 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Phd repo☆18Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 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.☆19Updated 6 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆20Updated 9 months ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 4 years ago
- ☆38Updated 4 years ago
- ☆55Updated 4 years ago
- My first high-frequency trading strategy using machine learning☆18Updated 3 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Vpin caculation and backtesting☆14Updated 6 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- ☆12Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆71Updated last year
- ☆33Updated 3 years ago
- ☆25Updated 10 years ago
- Collection of Models related to market making☆17Updated 5 years ago