istaaaa / ChannelBreakOutHFT
Channel break out strategy for High Frequency Trading.
☆13Updated 6 years ago
Alternatives and similar repositories for ChannelBreakOutHFT:
Users that are interested in ChannelBreakOutHFT are comparing it to the libraries listed below
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 6 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆16Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 6 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 8 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 5 years ago
- ☆11Updated 6 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 4 years ago
- Trading platform for high frequency data☆15Updated 10 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆12Updated 6 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆19Updated 6 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆18Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 4 years ago
- My first high-frequency trading strategy using machine learning☆16Updated 2 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆9Updated 9 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- ☆12Updated 3 years ago
- Market making strategies and scientific papers☆13Updated last year
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 5 years ago