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 6 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 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 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
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Updated 2 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 6 years ago
- Market making strategies and scientific papers☆13Updated 2 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 5 years ago
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆30Updated 4 years ago
- 实行gamma scalping策略时的期权组合选择工具☆16Updated 6 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 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 5 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- my first factor-stock-selecting backtest function☆21Updated 5 years ago
- Use machine learning to trade bitcoin.☆10Updated 4 years ago
- High frequency trading algorithm for Bitmex☆23Updated 5 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Updated 4 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago