Alternatives and similar repositories for awesome_hft_factors

Users that are interested in awesome_hft_factors are comparing it to the libraries listed below

• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆134Updated 2 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆61Updated 4 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆32Updated 4 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆110Updated last year
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆34Updated 3 years ago
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆35Updated last year
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆29Updated 4 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 5 years ago
• keanekwa / Optiver-Ready-Trader-Go
  Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…
  ☆86Updated 2 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆60Updated last year
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆64Updated 3 years ago
• Andrew-Lloy / Optimal-HFT-Guilbaud-Pham
  Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…
  ☆17Updated last year
• vishnugovind10 / MarketMaking
  Market Making in Python
  ☆17Updated last year
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆29Updated 2 years ago
• theopenstreet / VPIN_HFT
  ☆118Updated 7 years ago
• jshellen / statarb
  ☆36Updated 4 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆50Updated 5 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆65Updated 6 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆81Updated 3 weeks ago
• ialpatov / hft
  High Frequency Market Making: Optimal Quoting
  ☆13Updated 2 years ago
• scibrokes / real-time-fxcm
  #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，…
  ☆50Updated 5 months ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆20Updated 3 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆139Updated 7 years ago
• algosenses / Order_Imbalance_HFT
  非平衡订单流高频交易模型
  ☆112Updated 6 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆82Updated last year
• xhshenxin / Micro_Price
  ☆52Updated 4 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆66Updated 2 years ago
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆150Updated 5 years ago
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆86Updated 4 years ago