A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
☆186Sep 28, 2019Updated 6 years ago
Alternatives and similar repositories for HFT-price-prediction
Users that are interested in HFT-price-prediction are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Trend Prediction for High Frequency Trading☆42Dec 8, 2022Updated 3 years ago
- High Frequency Jump Prediction Project☆37Jun 1, 2020Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Feb 27, 2019Updated 7 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆175Aug 21, 2017Updated 9 years ago
- High Frequency Trading Strategies☆48Aug 14, 2017Updated 9 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Example of order book modeling.☆58Jun 18, 2019Updated 7 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,337Aug 27, 2022Updated 4 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆612Sep 20, 2022Updated 3 years ago
- Deep learning for price movement prediction using high frequency limit order data☆38Oct 8, 2018Updated 7 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆37Jul 12, 2018Updated 8 years ago
- 非平衡订单流高频交易模型☆114Nov 6, 2018Updated 7 years ago
- High Frequency Trading☆110Jun 10, 2018Updated 8 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆21Sep 6, 2024Updated 2 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆70Aug 8, 2017Updated 9 years ago
- Deep learning for limit order book trading and mid-price movement☆54Oct 20, 2020Updated 5 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆727Jul 6, 2023Updated 3 years ago
- Order Imbalance Strategy in High Frequency Trading☆148Jun 4, 2018Updated 8 years ago
- Repo for HFT project in CMF☆30Jan 4, 2023Updated 3 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆72Jun 15, 2024Updated 2 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆74May 9, 2016Updated 10 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆38Nov 3, 2021Updated 4 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 8 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆124May 20, 2024Updated 2 years ago
- A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral …☆706Sep 3, 2019Updated 7 years ago
- High-frequency statistical arbitrage☆280Jul 30, 2023Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆65Jul 1, 2021Updated 5 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- Multidimensional LSTM for High-Frequency Time Series☆24Aug 9, 2022Updated 4 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Mar 10, 2018Updated 8 years ago
- Example Order Book Imbalance Algorithm☆870Jul 25, 2023Updated 3 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 …☆10Mar 30, 2016Updated 10 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆78Jun 3, 2018Updated 8 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆306Updated this week
- high-frequency grid trading strategy backtesting for binance futures☆24Oct 13, 2022Updated 3 years ago