gQuantCoder / deep_orderbookLinks
orderbooks contain so much more organic informations than moving averages...
☆18Updated 7 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
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 6 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
- Order Book Imbalance trading strategy☆11Updated 3 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
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Updated 4 years ago
- Example of order book modeling.☆57Updated 6 years ago
- High frequency trading algorithm for Bitmex☆22Updated 5 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Updated 2 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆67Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆78Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 4 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆36Updated last year
- Literature survey of order execution strategies implemented in python☆43Updated 5 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆22Updated 7 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆19Updated 8 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72Updated 9 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Option Strategy for Futures☆16Updated 5 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Repository for market making ideas☆42Updated last year