Price Prediction with Machine Learning Models (practicum project at CME group)
☆73May 9, 2016Updated 9 years ago
Alternatives and similar repositories for Ml_HFT
Users that are interested in Ml_HFT are comparing it to the libraries listed below
Sorting:
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 7 years ago
- Apply different deep learning models to limit order book.☆11Mar 6, 2018Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Aug 8, 2017Updated 8 years ago
- Use machine learning to trade bitcoin.☆10Jun 10, 2021Updated 4 years ago
- HFTrader is fully automated high frequency trading system☆96Dec 12, 2012Updated 13 years ago
- Neural Network for HFT-trading [experimental]☆88Mar 5, 2021Updated 5 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 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 9 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Jul 12, 2018Updated 7 years ago
- Deep learning for limit order book trading and mid-price movement☆55Oct 20, 2020Updated 5 years ago
- High Frequency Trading Strategies☆50Aug 14, 2017Updated 8 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
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- 非平衡订单流高频交易模型☆114Nov 6, 2018Updated 7 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Jun 15, 2018Updated 7 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆178Sep 28, 2019Updated 6 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- Trend Prediction for High Frequency Trading☆42Dec 8, 2022Updated 3 years ago
- High frequency algotrading bot for bitmex/gdax/etc written to test micro-scale order flow inequality algorithms developed by using machin…☆15Jun 21, 2018Updated 7 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Feb 8, 2018Updated 8 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Sep 21, 2020Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- An automatic high frequency trading bot for cryptocurrencies☆22Jul 30, 2020Updated 5 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- High Frequency Trading☆110Jun 10, 2018Updated 7 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Apr 5, 2021Updated 4 years ago
- Example of order book modeling.☆57Jun 18, 2019Updated 6 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Feb 27, 2019Updated 7 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
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆54Feb 5, 2018Updated 8 years ago