haosongQuant / OrderBook-Tick-Data-TradingLinks
verify OrderBook Tick Data Trading Strategy on futures.
☆16Updated 6 years ago
Alternatives and similar repositories for OrderBook-Tick-Data-Trading
Users that are interested in OrderBook-Tick-Data-Trading are comparing it to the libraries listed below
Sorting:
- ☆11Updated 7 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Updated 8 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Updated 2 years ago
- Order Book Imbalance trading strategy☆11Updated 3 years ago
- tick价差套利（参考vnpy网友资料、vnpy论坛资料、windquant）： 1、按被动腿时间戳对齐 2、profile函数展示（需要py3） 3、平稳性检验 4、对冲手数计算 5、2sigma开仓，3sigma止损(或者赌价差扩散？)6、连续止损后cool down一…☆14Updated 6 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 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.☆19Updated 6 years ago
- my first factor-stock-selecting backtest function☆23Updated 5 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- Python demo code for LOBSTER limit order book data☆13Updated 5 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆22Updated 7 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 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，…☆50Updated 7 months ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 6 years ago
- Course projects of mathematical market microstructure.☆13Updated 6 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Updated 4 years ago
- Backtest and run stock trading CFD strategies tick by tick☆14Updated 4 years ago
- select stock automatically, trade manually☆12Updated 5 years ago