gjimzhou / MTH9815-Trading-SystemLinks
A project of building and running a trading system according to service oriented architecture standard.
☆17Updated 8 years ago
Alternatives and similar repositories for MTH9815-Trading-System
Users that are interested in MTH9815-Trading-System are comparing it to the libraries listed below
Sorting:
- ☆55Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆71Updated last year
- Calibrates microprice model to BitMEX quote data☆63Updated 4 years ago
- ☆123Updated 8 years ago
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- ☆24Updated 6 years ago
- Baruch MFE 2019 Spring☆43Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- ☆38Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆73Updated 7 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆25Updated 7 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Delta hedging under SABR model☆44Updated last year
- Repo for HFT project in CMF☆29Updated 3 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆22Updated 3 years ago
- Collection of Models related to market making☆17Updated 5 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Time Series Prediction of Volume in LOB☆60Updated last year
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 3 years ago
- A project of implementing, modeling, and simulating asset-backed securities.☆16Updated 7 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 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
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆39Updated 5 years ago