High Frequency Market Making: Optimal Quoting
☆18Mar 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☆29Nov 24, 2024Updated last year
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Repository for market making ideas☆45Apr 26, 2024Updated 2 years ago
- ☆15Jun 10, 2020Updated 6 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.
- Implementation of HFT backtesting simulator and Stoikov strategy☆153May 6, 2023Updated 3 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 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 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆56Jun 22, 2022Updated 4 years ago
- orderbooks contain so much more organic informations than moving averages...☆19Jun 23, 2026Updated last month
- 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
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆18Jun 10, 2023Updated 3 years ago
- This project is designed for analyzing funding rates and identifying potential Perpetual-Perpetual and Perpetual-Spot arbitrage opportuni…☆27May 14, 2024Updated 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.
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆23Feb 20, 2025Updated last year
- 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
- 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
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆40Mar 30, 2024Updated 2 years ago
- MARNNs Can Learn Generalized Dyck Languages☆12Nov 11, 2019Updated 6 years ago
- 資金費率期現套利策略與API交易系統☆19Mar 30, 2023Updated 3 years ago
- Quantitave research and Engineering on various promisory strategies, existing quant problems and opportunities using Mathematics and Stat…☆24Jun 10, 2026Updated last month
- Marketmaker trading strategy☆29Oct 14, 2016Updated 9 years ago
- ☆16Apr 27, 2021Updated 5 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Using Discrete Fourier transform to transform and eliminate noise in asset price time series and identify repeating patterns to exploit a…☆23May 28, 2021Updated 5 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆81Sep 4, 2022Updated 3 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
- My personal collection of various trading strategy research notebooks for stock market and cryptocurrencies☆17Jun 30, 2018Updated 8 years ago
- Personal Project that implements a variety of HFT strategies in C++☆77Apr 29, 2021Updated 5 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- ☆11Oct 6, 2020Updated 5 years ago
- 源码解析小班课☆16Aug 28, 2022Updated 3 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.
- Quantitative Trading Model based on Financial Market Sentiment / 基于市场情绪平稳度的量化交易模型☆14Feb 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 4 months ago
- DerivX Core Library☆21Sep 12, 2024Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆64Sep 4, 2023Updated 2 years ago
- Design your own Trading Strategy☆39Feb 25, 2024Updated 2 years ago
- Implements different approaches to tactical and strategic asset allocation☆51Dec 23, 2024Updated last year
- This is a simple arbitrage programmme based on coin margined futures at OKEx.☆12Apr 10, 2020Updated 6 years ago