High Frequency Market Making: Optimal Quoting
☆17Mar 20, 2023Updated 3 years ago
Alternatives and similar repositories for hft
Users that are interested in hft are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Optimal high-frequency market making strategy☆27Nov 24, 2024Updated last year
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Repository for market making ideas☆44Apr 26, 2024Updated 2 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆147May 6, 2023Updated 3 years ago
- orderbooks contain so much more organic informations than moving averages...☆19Apr 18, 2026Updated 2 weeks ago
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆24Feb 20, 2025Updated last year
- This project is designed for analyzing funding rates and identifying potential Perpetual-Perpetual and Perpetual-Spot arbitrage opportuni…☆27May 14, 2024Updated last year
- MARNNs Can Learn Generalized Dyck Languages☆12Nov 11, 2019Updated 6 years ago
- Marketmaker trading strategy☆29Oct 14, 2016Updated 9 years ago
- ☆15Apr 27, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- 回測台指期日內當沖交易,若在開盤後在不同點位進場,持有至收盤出場,統計此交易策略的報酬。☆10Feb 8, 2025Updated last year
- ☆25Dec 18, 2015Updated 10 years ago
- My personal collection of various trading strategy research notebooks for stock market and cryptocurrencies☆16Jun 30, 2018Updated 7 years ago
- Personal Project that implements a variety of HFT strategies in C++☆77Apr 29, 2021Updated 5 years ago
- 源码解析小班课☆16Aug 28, 2022Updated 3 years ago
- Quantitative Trading Model based on Financial Market Sentiment / 基于市场情绪平稳度的量化交易模型☆13Feb 26, 2020Updated 6 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated last month
- Design your own Trading Strategy☆39Feb 25, 2024Updated 2 years ago
- A simple implementation of HFT (High-Frequency Trading) in Python on the concept of DQN for forex market☆13Jul 11, 2022Updated 3 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- This is a simple arbitrage programmme based on coin margined futures at OKEx.☆12Apr 10, 2020Updated 6 years ago
- Crypto Trading Bot. A special assistant for your cryptocurrency trading.☆15Aug 23, 2024Updated last year
- ☆30Aug 7, 2022Updated 3 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated 10 months ago
- DerivX Core Library☆20Sep 12, 2024Updated last year
- A high frequency trading server written in Rust☆20May 21, 2025Updated 11 months ago
- Order Imbalance Trading Simulation R Code☆17Sep 9, 2019Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Nov 3, 2021Updated 4 years ago
- Bitmex market microstructure analytics☆23Feb 24, 2021Updated 5 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Our project aims to analyze and obtain an options investment strategy, having the Oil Futures (WTI Crude Oil) as underlying. The analysis…☆10Jul 10, 2022Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆682Jul 6, 2023Updated 2 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Mar 10, 2023Updated 3 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- High frequency factors based on order and trade data.☆71Dec 16, 2023Updated 2 years ago