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:
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆17Updated last year
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- Order Book Imbalance trading strategy☆11Updated 2 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 7 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- High Frequency Market Making: Optimal Quoting☆13Updated 2 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆19Updated 7 years ago
- Use machine learning to trade bitcoin.☆10Updated 4 years ago
- Repo for HFT project in CMF☆29Updated 2 years ago
- from for/if/else to my first option back-test function☆20Updated 5 years ago
- Deep learning for limit order book trading and mid-price movement☆56Updated 5 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆22Updated 7 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Python demo code for LOBSTER limit order book data☆13Updated 5 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆10Updated 5 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆19Updated 3 years ago
- ☆12Updated 4 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 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.☆19Updated 6 years ago