gQuantCoder / deep_orderbookLinks
orderbooks contain so much more organic informations than moving averages...
☆16Updated 6 months 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☆48Updated 8 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆35Updated last year
- Example of order book modeling.☆58Updated 6 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Calibrates microprice model to BitMEX quote data☆61Updated 4 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆13Updated 7 years ago
- High-Frequency-Trading Strategies in XAU/USD based on MER (Mean-Reverting) and BO (Break Out)☆10Updated 4 years ago
- Order Book Imbalance trading strategy☆11Updated 2 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 4 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆20Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 3 years ago
- Repo for HFT project in CMF☆29Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- ☆24Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆114Updated last year
- Repository for market making ideas☆43Updated last year