A collection of homeworks of market microstructure models.
☆294May 4, 2018Updated 8 years ago
Alternatives and similar repositories for MTH9879-Market-Microstructure-Models
Users that are interested in MTH9879-Market-Microstructure-Models are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆48Jun 16, 2019Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆117Oct 13, 2013Updated 12 years ago
- Baruch MFE 2019 Spring☆46May 29, 2020Updated 6 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- ☆24Jan 26, 2020Updated 6 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆76May 23, 2020Updated 6 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- ☆132Dec 12, 2017Updated 8 years ago
- High Frequency Market Making☆645Sep 24, 2023Updated 2 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆18Jan 3, 2018Updated 8 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆609Sep 20, 2022Updated 3 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆306Updated this week
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Avellaneda-Stoikov HFT market making algorithm implementation☆727Jul 6, 2023Updated 3 years ago
- High frequency trading bot for crypto currencies☆433Feb 7, 2022Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆65Jul 1, 2021Updated 5 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆26Dec 9, 2017Updated 8 years ago
- Features and labels engineering of raw data of quotes of several stocks.☆32Oct 9, 2019Updated 6 years ago
- ☆476Jan 10, 2021Updated 5 years ago
- Sharing quantitative analyses on Crypto Lake data☆73Sep 2, 2024Updated 2 years ago
- Time Series Prediction of Volume in LOB☆60Apr 17, 2024Updated 2 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆42Jan 3, 2021Updated 5 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- HFT signals on GDAX☆122Dec 13, 2017Updated 8 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆153May 6, 2023Updated 3 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,332Aug 27, 2022Updated 4 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,…☆50Apr 12, 2025Updated last year
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆17May 26, 2017Updated 9 years ago
- toolbox of fast mm-related funcs☆260Jul 11, 2026Updated last month
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago
- simple crypto market maker☆611Aug 15, 2026Updated 2 weeks ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆153Dec 28, 2019Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Binance cash-and-carry arbitrage bot☆80Dec 31, 2022Updated 3 years ago
- Repo for HFT project in CMF☆30Jan 4, 2023Updated 3 years ago
- ☆42Aug 29, 2022Updated 4 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆103May 19, 2023Updated 3 years ago
- ☆216Mar 29, 2023Updated 3 years ago
- experiments with pair trading☆347Dec 10, 2024Updated last year