jacklee1792 / imcp23
IMC Prosperity 2023 Code
☆7Updated last year
Alternatives and similar repositories for imcp23:
Users that are interested in imcp23 are comparing it to the libraries listed below
- My IMC Prosperity 2 code (9th place)☆36Updated 9 months ago
- This repository contains our solution to the IMC Prosperity Challenge☆28Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆69Updated last year
- ☆23Updated 2 years ago
- Baruch MFE 2019 Spring☆37Updated 4 years ago
- Utilities for back testing code related to the IMC prosperity challenge 2023.☆41Updated last year
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 4 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆14Updated last year
- CS7641 Team project☆93Updated 4 years ago
- IMC Prosperity 2 algorithm visualizer☆46Updated 9 months ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆95Updated 9 months ago
- ☆50Updated 7 years ago
- SVI volatility surface model and an example of China 50ETF option☆63Updated 4 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆32Updated 7 months ago
- Submission for Optiver's 2023 ReadyTraderGo.☆26Updated last year
- Implementation of HFT backtesting simulator and Stoikov strategy☆105Updated last year
- IMC Prosperity 1 algorithm visualizer☆34Updated 11 months ago
- real high-frequency-trading system based on c++☆67Updated 5 years ago
- Personal Project that implements a variety of HFT strategies in C++☆71Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆59Updated 3 years ago
- ☆108Updated 7 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆178Updated last year
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆136Updated last year
- Code and data for my blogs☆92Updated 3 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆198Updated 2 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- High frequency factors based on order and trade data.☆40Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago