hzjken / HFT-price-predictionLinks
A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
☆174Updated 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
Sorting:
- Order Imbalance Strategy in High Frequency Trading☆140Updated 7 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- High-frequency statistical arbitrage☆222Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- ☆142Updated 2 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆259Updated this week
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆222Updated 2 years ago
- ☆119Updated 7 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆137Updated 2 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆303Updated last year
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆167Updated 8 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆129Updated 4 years ago
- Binance cash-and-carry arbitrage bot☆74Updated 2 years ago
- Deep learning modelling of orderbooks☆100Updated 5 years ago
- Example of adaptive trend following strategy based on Renko☆124Updated 6 years ago
- Limit Order Book data analysis and modeling using LSTM network☆137Updated 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…☆72Updated 7 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆108Updated 2 weeks ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆94Updated last year
- High Frequency Trading☆110Updated 7 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆145Updated 5 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆76Updated 5 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- 非平衡订单流高频交易模型☆112Updated 6 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆72Updated last year