Order Imbalance Trading Simulation R Code
☆17Sep 9, 2019Updated 6 years ago
Alternatives and similar repositories for Order-Imbalance-Trading-Simulation-R-Code
Users that are interested in Order-Imbalance-Trading-Simulation-R-Code are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 5 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Jul 12, 2018Updated 7 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 …☆10Mar 30, 2016Updated 10 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 5 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 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.
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Apr 24, 2020Updated 6 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 3 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆20Dec 1, 2016Updated 9 years ago
- Computer Engineering Senior Project. Machine Learning High Frequency Stock Trading Algorithm on an FPGA☆17Dec 4, 2019Updated 6 years ago
- 非平衡订单流高频交易模型☆113Nov 6, 2018Updated 7 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆56May 18, 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。☆10Feb 8, 2025Updated last year
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- 源码解析小班课☆16Aug 28, 2022Updated 3 years ago
- Some naive low frequency stock market strategy back test algorithm including grid trading☆35Jun 16, 2023Updated 3 years ago
- LSTM stock prediction and backtesting☆14Jan 11, 2020Updated 6 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆38Jun 20, 2021Updated 5 years ago
- Order Book Analytics Database☆12Mar 31, 2020Updated 6 years ago
- High Frequency Market Making: Optimal Quoting☆18Mar 20, 2023Updated 3 years ago
- Deep learning for limit order book trading and mid-price movement☆54Oct 20, 2020Updated 5 years ago
- Deep Reinforcement Learning for CryptoMarket Prediction and Trading☆14Jan 22, 2018Updated 8 years ago
- Deep learning for price movement prediction using high frequency limit order data☆38Oct 8, 2018Updated 7 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.
- Simulated markets based on Zero-Intelligence agent☆18Jun 12, 2020Updated 6 years ago
- Python Program to predict Intra-day stocks☆12Oct 30, 2018Updated 7 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.☆19Oct 27, 2019Updated 6 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- Forecasting for Istanbul Stock Exchange with ANFIS and SVM based on Genetic and Ant Colony Algorithm for Parameter Optimization☆16Dec 11, 2025Updated 6 months ago
- Hedge opportunities on PredictIt due to inefficient pricing in correlated markets☆14May 20, 2026Updated last month
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- This project explores stock trading modelling with the use recurrent neural network (RNN) with long-short term memory (LSTM) architecture…☆28Apr 12, 2019Updated 7 years ago
- LightGBM Baseline Model for Quant Trading☆12Jan 11, 2019Updated 7 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- ☆19Jun 24, 2019Updated 7 years ago
- VeighNa框架的投资组合策略模块☆56May 14, 2026Updated last month
- VeighNa框架的DolphinDB数据库接口☆25Oct 2, 2025Updated 8 months ago
- Tushare数据源，网格策略，年化轻松10%以上；Grid Trading with Tushare; Annual Percentage Rate >10% tested on Ping An Insurance（Group）Company of China sinc…☆13Apr 18, 2021Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆31Aug 29, 2020Updated 5 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 10 years ago
- Modular backtesting tools (Python)☆14Aug 18, 2025Updated 10 months ago