hzjken / HFT-price-prediction
A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
☆150Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for HFT-price-prediction
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆97Updated 5 years ago
- High-frequency statistical arbitrage☆149Updated last year
- Plot orderflow footprint charts using plotly in python.☆99Updated last month
- ☆135Updated last year
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆133Updated 4 years ago
- Order Imbalance Strategy in High Frequency Trading☆123Updated 6 years ago
- algo trading backtesting on BitMEX☆75Updated 11 months ago
- Pair Trading Strategy using Machine Learning written in Python☆112Updated 2 years ago
- Deep learning modelling of orderbooks☆92Updated 4 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆115Updated 3 years ago
- Visualization Tool for Deribit Options☆77Updated 4 years ago
- ☆106Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆87Updated 2 years ago
- Example of adaptive trend following strategy based on Renko☆118Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆68Updated 6 years ago
- 非平衡订单流高频交易模型☆102Updated 6 years ago
- Limit Order Book Implemented in Python☆90Updated 6 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆167Updated last year
- An event-driven backtester☆93Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆99Updated last year
- Python module - detection of support and resistance trendlines for technical analysis. With tuning parameters and plotting capabilities☆76Updated last week
- Personal Project that implements a variety of HFT strategies in C++☆63Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆106Updated 11 years ago
- CS7641 Team project☆87Updated 4 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆65Updated 8 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆50Updated 3 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆67Updated this week
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆67Updated 6 years ago