gucciwang / moneyMakerView external linksLinks
Algorithmic trading with Deep Learning
☆35Mar 14, 2020Updated 5 years ago
Alternatives and similar repositories for moneyMaker
Users that are interested in moneyMaker are comparing it to the libraries listed below
Sorting:
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 5 years ago
- Implementation of algorithmic trading using reinforcement learning.☆30Jun 28, 2020Updated 5 years ago
- An algorithmic trading robot written in Python.☆28Jun 4, 2017Updated 8 years ago
- This repository hosts the official project files of Team J.E.E.P. from the Philippines for the FE competition in WRO 2025, detailing thei…☆300Nov 28, 2025Updated 2 months ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆67Mar 19, 2023Updated 2 years ago
- Deep Learning - Neural network (RNN, LSTM & GRU)☆65Nov 16, 2018Updated 7 years ago
- 两家交易所做比特币的高频对冲☆19Dec 5, 2019Updated 6 years ago
- Literature survey of order execution strategies implemented in python☆43Jul 24, 2020Updated 5 years ago
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 2 years ago
- Deep Q-Learning for Market Making☆127Jun 12, 2018Updated 7 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆37Nov 21, 2019Updated 6 years ago
- The book <Advanced Algorithmic Trading> and its source code☆62Jan 5, 2018Updated 8 years ago
- Apply different deep learning models to limit order book.☆11Mar 6, 2018Updated 7 years ago
- High Frequency Trading Strategies☆48Aug 14, 2017Updated 8 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆115May 20, 2024Updated last year
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆31Apr 22, 2021Updated 4 years ago
- Automated trading bot with Functional GUI using an integrated deep learning model to predict stock prices and flag buy and sell periods.☆12Jul 10, 2021Updated 4 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆13Apr 6, 2018Updated 7 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Apr 24, 2020Updated 5 years ago
- Ornstein-Uhlenbeck process simulators and estimators☆32Oct 19, 2021Updated 4 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 2 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆108Oct 16, 2015Updated 10 years ago
- Spitzers Architecture School Urban Lab for Unit 26. This repository explores designing and codifying urban systems from the bottom up in …☆14Mar 29, 2022Updated 3 years ago
- Makes daytrades using the TD Ameritrade API☆20Feb 2, 2019Updated 7 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆47Sep 3, 2018Updated 7 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Apr 9, 2020Updated 5 years ago
- This is the repository for the paper CSPRD: A Financial Policy Retrieval Dataset for Chinese Stock Market☆19Mar 8, 2024Updated last year
- High-performing deep learning trader on a multithreaded financial exchange simulation.☆21Updated this week
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Jan 27, 2018Updated 8 years ago
- 获取经典的量化多因子模型数据☆92Oct 13, 2021Updated 4 years ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆152May 9, 2020Updated 5 years ago
- The source code for the paper☆28Jul 3, 2023Updated 2 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆253Apr 12, 2022Updated 3 years ago
- a minimal automated trader for American stock using official Interactive Brokers python API (ibapi)☆29Jun 7, 2019Updated 6 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 4 years ago
- everything quantitative finance related☆25Oct 8, 2020Updated 5 years ago