Alternatives and similar repositories for OptimalExecution_stochastic_control:

Users that are interested in OptimalExecution_stochastic_control are comparing it to the libraries listed below

• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆42Updated 4 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆42Updated 7 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆44Updated 5 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆36Updated 4 years ago
• xhshenxin / Micro_Price
  ☆49Updated 4 years ago
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆29Updated last year
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• cortexorca / bitmex-algo
  High frequency trading algorithm for Bitmex
  ☆21Updated 4 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• NikoLee18 / silly_HOHMM
  A Higher-order HMM with EM algo.
  ☆15Updated 2 years ago
• AdrienCss / OptionTrading
  Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.
  ☆24Updated last year
• yinsenm / gerber
  Gerber robust statistics for portfolio optimization
  ☆57Updated 2 years ago
• yuba316 / Pair_Trading_with_Box_Tiao_Decomposition
  Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
  ☆12Updated 2 years ago
• Weichong515 / Algo-Trading-14
  Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm
  ☆15Updated 5 years ago
• kartikay94 / Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship
  ☆19Updated 4 years ago
• cvxgrp / vwap_opt_exec
  Volume Weighted Average Price Optimal Execution
  ☆41Updated 6 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆39Updated 2 years ago
• gjimzhou / MTH9815-Trading-System
  A project of building and running a trading system according to service oriented architecture standard.
  ☆14Updated 7 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆23Updated 2 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• BGasperov / drlformm
  This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…
  ☆55Updated 2 years ago
• PierreNowi / cs230-project
  Deep Reinforcement Learning Framework for Factor Investing
  ☆25Updated 2 years ago
• anthonyng2 / Time-Series-Momentum
  ☆18Updated 8 years ago
• Macosh / Order_Book
  Simulator of a basic order book flow and order execution
  ☆18Updated 2 years ago
• mselser95 / optimal-market-making
  Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"
  ☆27Updated 4 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆39Updated 4 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆100Updated 10 months ago
• jwergieluk / ou_noise
  Ornstein-Uhlenbeck process simulators and estimators
  ☆32Updated 3 years ago