freepai / freepai-quant
基于 TheNextQuant 的量化交易框架
☆19Updated 2 years ago
Alternatives and similar repositories for freepai-quant:
Users that are interested in freepai-quant are comparing it to the libraries listed below
- The Interactive Frontend Built for Aioquant.☆13Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- High Frequency Trading Strategies☆42Updated 7 years ago
- Asynchronous event I/O driven quantitative trading framework.☆11Updated 4 years ago
- multifactor_quant_learning☆11Updated 2 months ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- ☆23Updated 2 years ago
- Market Making in Python☆16Updated 11 months ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- Mid price estimation in LOB using Markov model☆12Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Asynchronous driven quantitative trading framework.☆15Updated last year
- a cpp framework for crypto currentcy tick data backtesting☆16Updated 3 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆13Updated 9 months ago
- Derive order flow from Tick and Trade data.☆30Updated 3 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆28Updated last year
- ☆31Updated 3 years ago
- Optimal high-frequency market making strategy☆19Updated 4 months ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆14Updated last year
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 4 years ago
- My first high-frequency trading strategy using machine learning☆16Updated 2 years ago
- Phd repo☆16Updated 2 years ago
- Collection of Models related to market making☆16Updated 4 years ago
- copy_to_huangtao☆11Updated 2 years ago
- Python GUI visualizing real-time market trading activity☆20Updated last year
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆20Updated 6 years ago