hanlonlab / shift-python
Stevens High Frequency Trading (SHIFT) Simulation System - Python Client
☆60Updated 9 months ago
Alternatives and similar repositories for shift-python:
Users that are interested in shift-python are comparing it to the libraries listed below
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- ☆108Updated 7 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- ☆47Updated 3 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆67Updated 4 years ago
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆40Updated 4 years ago
- Deep learning for limit order book trading and mid-price movement☆49Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆86Updated 4 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆66Updated 8 years ago
- A financial trading method using machine learning.☆59Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆81Updated 3 years ago
- Probability of Backtest Overfitting in Python☆119Updated last year
- quantitative - Quantitative finance back testing library☆64Updated 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…☆53Updated last year
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 6 years ago
- Deep Q-Learning for Market Making☆118Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆78Updated last year
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆43Updated 4 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆122Updated 5 years ago
- Time Series Prediction of Volume in LOB☆55Updated 9 months ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- ☆136Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆127Updated 6 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,…☆44Updated 8 months ago