gQuantCoder / deep_orderbookLinks
orderbooks contain so much more organic informations than moving averages...
☆19Updated 3 weeks ago
Alternatives and similar repositories for deep_orderbook
Users that are interested in deep_orderbook are comparing it to the libraries listed below
Sorting:
- High Frequency Trading Strategies☆49Updated 8 years ago
- Order Book Imbalance trading strategy☆11Updated 3 years ago
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆22Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Example of order book modeling.☆58Updated 6 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 8 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆37Updated 6 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- replication of micro-price on crytocurrency data☆10Updated 3 years ago
- Repository for market making ideas☆43Updated last year
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆37Updated last year
- Calibrates microprice model to BitMEX quote data☆64Updated 4 years ago
- High frequency trading algorithm for Bitmex☆22Updated 5 years ago
- ☆16Updated 3 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Updated 7 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 4 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
- verify OrderBook Tick Data Trading Strategy on futures.☆17Updated 6 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
- Repo for HFT project in CMF☆29Updated 3 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 3 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72Updated 9 years ago