Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
☆24Jan 16, 2018Updated 8 years ago
Alternatives and similar repositories for priceprop
Users that are interested in priceprop are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Deep learning for price movement prediction using high frequency limit order data☆38Oct 8, 2018Updated 7 years ago
- A machine learning tool that implements the class of state-dependent Hawkes processes.☆34Jul 31, 2023Updated 3 years ago
- ☆14Nov 18, 2025Updated 10 months ago
- High-performance, concurrent, and lock-free matching engine written in Rust. Designed for ultra-low latency trading systems and scalable …☆18Apr 29, 2025Updated last year
- Convert json descriptions of quant algorithms to verilog HDL.☆15Jul 3, 2020Updated 6 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.
- ☆15Oct 7, 2019Updated 6 years ago
- Multidimensional LSTM for High-Frequency Time Series☆24Aug 9, 2022Updated 4 years ago
- Volume Weighted Average Price Optimal Execution☆44Mar 12, 2019Updated 7 years ago
- qzmq provides Q bindings for CZMQ, the high-level C binding for ØMQ☆21Feb 5, 2018Updated 8 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated 2 years ago
- General solver for Hamilton-Jacobi-Bellman equations☆18Apr 23, 2017Updated 9 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆12Jan 12, 2026Updated 8 months ago
- My implementation of "Build a Stock-Tracking CLI with Async Streams in Rust" - The Actor Model☆10Sep 20, 2024Updated 2 years ago
- TradR.fun is a free and opensource cryptocurrency price signal prediction application.☆18Feb 15, 2026Updated 7 months 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.
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆18Dec 11, 2015Updated 10 years ago
- L3 Order Book and Matching Engine Implementaion in Java☆30Aug 5, 2021Updated 5 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆12Aug 22, 2023Updated 3 years ago
- Learning Hawkes Processes from a Handful of Events☆13Jul 6, 2023Updated 3 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Jun 9, 2013Updated 13 years ago
- ☆12Jan 13, 2026Updated 8 months ago
- Public code for our paper https://ssrn.com/abstract=3958331☆26Dec 6, 2021Updated 4 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆186Sep 28, 2019Updated 6 years ago
- System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack☆12Oct 27, 2023Updated 2 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.
- Implementing a comprehensive Quantitative Momentum Strategy to optimize portfolio allocation. The strategy integrates two key financial i…☆16Jul 29, 2023Updated 3 years ago
- A B-Spline approach to modelling the term structure of interest rate swaps.☆11Apr 10, 2020Updated 6 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
- An intuitive library tracking dates and timeseries in common using numpy arrays. -- https://sidorof.github.io/Thymus-timeseries/☆18Mar 16, 2024Updated 2 years ago
- Repository for portfolio management using Pytorch, SQLAlchemy and XArray. The management is done using the reinforcement learning algorit…☆28Aug 12, 2021Updated 5 years ago
- ☆14Apr 1, 2024Updated 2 years ago
- ☆148Dec 8, 2022Updated 3 years ago
- This repository contains the experiments of our paper titled, "Ensembles of Localised Models for Time Series Forecasting" which is online…☆16Dec 2, 2021Updated 4 years ago
- Julia package for scenario generation for stochastic programs with tail risk measure☆11Nov 16, 2022Updated 3 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.
- Using Q-learning to better navigate orderbooks.☆23Apr 7, 2018Updated 8 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆104Apr 30, 2026Updated 4 months ago
- ☆42Aug 29, 2022Updated 4 years ago
- [Python Package] Code from 'The Elements of Hawkes Processes' Book☆32Sep 28, 2023Updated 2 years ago
- HAR-RV Model For Realized Volatility☆32Feb 21, 2016Updated 10 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆37Jun 20, 2021Updated 5 years ago
- High Frequency Jump Prediction Project☆37Jun 1, 2020Updated 6 years ago