jasonzy121 / Limit-Order-Book-ReinforcementLinks
☆11Updated 7 years ago
Alternatives and similar repositories for Limit-Order-Book-Reinforcement
Users that are interested in Limit-Order-Book-Reinforcement are comparing it to the libraries listed below
Sorting:
- Vpin caculation and backtesting☆14Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 3 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Updated 5 years ago
- ☆11Updated 7 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Repo for HFT project in CMF☆29Updated 3 years ago
- Python demo code for LOBSTER limit order book data☆13Updated 6 years ago
- Example of order book modeling.☆58Updated 6 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- Option Strategy for Futures☆17Updated 5 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- Phd repo☆18Updated 3 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- ☆16Updated 4 years ago
- ☆49Updated 8 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 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.☆19Updated 6 years ago
- Collections of snippets for trading I find interesting☆28Updated last year
- ☆24Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆36Updated 6 years ago
- ☆25Updated 10 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆57Updated 5 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Updated 8 years ago