jifengthu / awesome_hft_factors
☆25Updated 2 years ago
Alternatives and similar repositories for awesome_hft_factors:
Users that are interested in awesome_hft_factors are comparing it to the libraries listed below
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- High Frequency Trading Strategies☆44Updated 7 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆28Updated 3 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆115Updated last year
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 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
- High frequency factors based on order and trade data.☆49Updated last year
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆102Updated 11 months ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆46Updated 3 weeks ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆47Updated 5 years ago
- Optimal high-frequency market making strategy☆21Updated 5 months ago
- 多因子模型相关☆21Updated 3 years ago
- ☆49Updated 4 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 8 months ago
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- 基于 TheNextQuant 的量化交易框架☆20Updated 2 years ago
- ☆113Updated 7 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆30Updated last year
- Backtest result archive for Momentum Trading Strategies☆54Updated 6 years ago
- The source code for the paper☆21Updated last year
- ☆31Updated 3 years ago
- Delta hedging under SABR model☆30Updated 11 months ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆56Updated 2 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆38Updated last year