High Frequency Market Making: Optimal Quoting
☆19Mar 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:
- 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
- Optimal high-frequency market making strategy☆32Nov 24, 2024Updated last year
- Repository for market making ideas☆43Apr 26, 2024Updated 2 years ago
- Market making strategies and scientific papers☆15Aug 20, 2023Updated 3 years ago
- ☆15Jun 10, 2020Updated 6 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.
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆155May 6, 2023Updated 3 years ago
- Intraday volatility estimation using High-Frequency Financial Data☆13Apr 1, 2023Updated 3 years ago
- Backtester for market neutral equity trading strategies. The code generates long and short signals for each security and then constructs …☆10Oct 5, 2020Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆55Jun 22, 2022Updated 4 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 3 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Jul 10, 2021Updated 5 years ago
- Python implementation of the pairs trading strategy in Gatev, Goetzmann and Rouwenhorst (2006). I am not the author of that study; this i…☆16May 16, 2023Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- orderbooks contain so much more organic informations than moving averages...☆19Updated this week
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆18Jun 10, 2023Updated 3 years ago
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆23Feb 20, 2025Updated last year
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆66Sep 4, 2023Updated 3 years ago
- MARNNs Can Learn Generalized Dyck Languages☆12Nov 11, 2019Updated 6 years ago
- My work on a project "High Frequency Market Making: Optimal Quoting" in the Center of Mathematical Finances.☆10Mar 1, 2023Updated 3 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆40Mar 30, 2024Updated 2 years ago
- Marketmaker trading strategy☆30Oct 14, 2016Updated 10 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.
- Simple storage for stock prices with adjusted prices calculation based on Center for Research in Security Prices (CRSP) standards☆12Feb 15, 2018Updated 8 years ago
- This project is designed for analyzing funding rates and identifying potential Perpetual-Perpetual and Perpetual-Spot arbitrage opportuni…☆29May 14, 2024Updated 2 years ago
- Quantitative research and Engineering on various promisory strategies, existing quant problems and opportunities using Mathematics and St…☆23Jun 10, 2026Updated 4 months ago
- How and When are High-Frequency Stock Returns Predictable?☆12Jul 11, 2026Updated 3 months ago
- ☆25Dec 18, 2015Updated 10 years ago
- This is a simple arbitrage programmme based on coin margined futures at OKEx.☆12Apr 10, 2020Updated 6 years ago
- 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。☆11Feb 8, 2025Updated last year
- OlympusTrader framework quant-trading bot☆12Dec 16, 2025Updated 10 months ago
- An R interface to the ITCH Protocol☆20Apr 16, 2026Updated 6 months 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.
- 資金費率期現套利策略與API 交易系統☆19Mar 30, 2023Updated 3 years ago
- Backtest result archive for Momentum Trading Strategies☆67Mar 18, 2019Updated 7 years ago
- A simple implementation of HFT (High-Frequency Trading) in Python on the concept of DQN for forex market☆13Jul 11, 2022Updated 4 years ago
- ☆10Feb 14, 2024Updated 2 years ago
- ☆12Sep 29, 2024Updated 2 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Sep 12, 2026Updated last month
- Personal Project that implements a variety of HFT strategies in C++☆79Apr 29, 2021Updated 5 years ago