gQuantCoder / deep_orderbook
orderbooks contain so much more organic informations than moving averages...
☆14Updated last month
Related projects ⓘ
Alternatives and complementary repositories for deep_orderbook
- High Frequency Trading Strategies☆41Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago
- High Frequency Jump Prediction Project☆34Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆38Updated 4 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆43Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆28Updated 3 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆30Updated 5 years ago
- Calibrates microprice model to BitMEX quote data☆54Updated 3 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆26Updated 7 months ago
- High-frequency trading in a limit order book☆54Updated 5 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
- Example of order book modeling.☆57Updated 5 years ago
- Repository for market making ideas☆37Updated 6 months ago
- Repo for HFT project in CMF☆26Updated last year
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆43Updated 6 months ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆11Updated last year
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆68Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆46Updated 5 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆49Updated 4 years ago
- Application of VPIN in cyrptocurrency market.☆20Updated 5 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 6 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆33Updated 3 years ago
- ☆26Updated 3 years ago
- ☆24Updated 8 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 3 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- AS model performance versus trivial delta for market-makers☆17Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆106Updated 11 years ago