This is the code repository for 7FNCE025W High Frequency Trading.
☆12Apr 12, 2023Updated 3 years ago
Alternatives and similar repositories for HFT_23
Users that are interested in HFT_23 are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 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.☆19Oct 27, 2019Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- How to apply Deep Learning to create a mean reverting portfolio☆14Nov 9, 2020Updated 5 years ago
- A multi-factor investment strategy based on high frequency data and machine learning.☆11Feb 25, 2023Updated 3 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆11Jan 12, 2021Updated 5 years ago
- My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".☆17Apr 29, 2022Updated 4 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Feb 2, 2025Updated last year
- ☆40Aug 15, 2017Updated 9 years ago
- PineScript to Python logic version of Chandelier Exit Indicator☆10Mar 8, 2022Updated 4 years ago
- This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf tradin…☆22May 19, 2021Updated 5 years ago
- Market making strategies and scientific papers☆15Aug 20, 2023Updated 3 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.
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- 基于大语言模型自动挖掘和优化alpha☆14Jun 14, 2025Updated last year
- My first high-frequency trading strategy using machine learning☆20Sep 16, 2022Updated 4 years ago
- High Frequency Trading Strategies☆49Aug 14, 2017Updated 9 years ago
- Source code for the course "Deep Reinforcement Learning for High-Frequency Trading" held at the Ukrainian Catholic University / Czech Tec…☆20Sep 11, 2022Updated 4 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- This project aims to select a supervised algorithm that can predict stock prices basing on historical data and use the predictor generate…☆20Dec 15, 2018Updated 7 years ago
- 分钟频因子复现。 * 因子构造参考:《中金 | 量化多因子系列(12):高频因子手册》https://mp.weixin.qq.com/s/N48b27FAPwcbQZkbnlBhwQ | 因子计算使用polars替代常见的pandas以获得更快的计算速度。☆12Sep 3, 2025Updated last year
- Production-grade statistical arbitrage trading system with 20+ alpha strategies, portfolio optimization, and multiple backtesting engines…☆22Feb 10, 2026Updated 8 months 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.
- Intraday Time Series Momentum trading strategy on 5-min bitcoin data☆14Jan 14, 2025Updated last year
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- 基于 TheNextQuant 的量化交易框架☆21Aug 14, 2022Updated 4 years ago
- Algorithmic and high-frequency trading book☆25Aug 5, 2020Updated 6 years ago
- ☆26Sep 29, 2021Updated 5 years ago
- package mt5se - Python framework for bulding automated traders for Stock Exchange through Metatrader☆14Jun 28, 2022Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Feb 27, 2019Updated 7 years ago
- Neural networks can detect model-free arbitrage static strategies☆17Jul 6, 2023Updated 3 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆70Aug 8, 2017Updated 9 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆46Nov 14, 2021Updated 4 years ago
- ☆132Dec 12, 2017Updated 8 years ago
- HRP algorithm for portfolio management in python.☆12Jan 31, 2021Updated 5 years ago
- C/C++ backend☆11Sep 30, 2022Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆75Feb 19, 2020Updated 6 years ago
- code in this repository has been used on my recent Article on logistic Regression in mql5☆10May 30, 2022Updated 4 years ago
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆10Sep 30, 2021Updated 5 years ago