jfenner / Order-Imbalance-Trading-Simulation-R-CodeLinks
Order Imbalance Trading Simulation R Code
☆16Updated 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
Sorting:
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 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
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Updated 7 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 3 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆38Updated 4 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- ☆12Updated 4 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- Order Book Imbalance trading strategy☆11Updated 3 years ago
- High Frequency Trading Strategy☆12Updated 7 years ago
- High Frequency Market Making: Optimal Quoting☆13Updated 2 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆36Updated 6 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Updated 7 years ago
- Use machine learning to trade bitcoin.☆10Updated 4 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Updated 4 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆37Updated 5 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 5 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- from for/if/else to my first option back-test function☆21Updated 5 years ago