jonnathan-romero / Options-Market-Making
☆9Updated 6 years ago
Alternatives and similar repositories for Options-Market-Making
Users that are interested in Options-Market-Making are comparing it to the libraries listed below
Sorting:
- High Frequency Trading Strategies☆44Updated 7 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- How to apply Deep Learning to create a mean reverting portfolio☆11Updated 4 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 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 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
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆33Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- ☆49Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- Delta hedging under SABR model☆31Updated last year
- Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010☆18Updated 6 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 4 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- multifactor_quant_learning☆11Updated 4 months ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- ☆24Updated 6 years ago
- High Frequency Jump Prediction Project☆36Updated 4 years ago
- ☆11Updated 9 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆72Updated 7 years ago