gjimzhou / MTH9815-Trading-System
A project of building and running a trading system according to service oriented architecture standard.
☆14Updated 7 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
- ☆49Updated 4 years ago
- ☆21Updated 5 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- High Frequency Trading Strategies☆44Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆20Updated 6 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- ☆31Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆47Updated 5 years ago
- ☆113Updated 7 years ago
- Baruch MFE 2019 Spring☆39Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 4 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 3 years ago
- #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，…☆46Updated 3 weeks ago
- Example of order book modeling.☆56Updated 5 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆24Updated 2 years ago
- ☆40Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Collection of Models related to market making☆16Updated 4 years ago
- Package to build risk model for factor pricing model☆24Updated 9 months ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 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 5 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆28Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago