An optimal trading trajectory solver.
☆49Feb 2, 2022Updated 4 years ago
Alternatives and similar repositories for almgren-chriss-optimal-execution
Users that are interested in almgren-chriss-optimal-execution are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- We consider the execution of portfolio transactions with the aim of minimizing a combination of risk and transaction costs arising from p…☆42Jun 25, 2024Updated 2 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆19Dec 11, 2019Updated 6 years ago
- Regime detection on cryptocurrency order books: 30+ engineered features, a Gaussian hidden Markov model, a C++ pybind11 order-book engine…☆19Sep 29, 2026Updated last month
- [NPM] Univariate analysis for Market Depth Order Book☆14Jan 5, 2023Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- 基于大语言模型自动挖掘和优化alpha☆14Jun 14, 2025Updated last year
- ☆20Sep 18, 2020Updated 6 years ago
- Reinforcement Learning in Options Hedging: A Deep-Deterministic-Policy-Gradient-based Dynamic Hedging Strategy☆12Jan 13, 2023Updated 3 years ago
- Code base for the paper "Continuous Statistical Jump Models for Identifying Financial Regimes"☆12May 31, 2023Updated 3 years ago
- ☆52Apr 26, 2018Updated 8 years ago
- This project is a collection of Jupyter notebooks and scientific papers that analyze Bitcoin markets using economical, financial and mach…☆17Mar 24, 2023Updated 3 years ago
- OrdianlEntroPy is a Python 3 package providing several time efficient, ordinal pattern based entropy algorithms for computing the complex…☆11Feb 26, 2021Updated 5 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆42Jul 5, 2023Updated 3 years ago
- Python version of: https://github.com/sameerlal/OMakeMeAMarket☆27Jun 5, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- 分钟频因子复现。 * 因子构造参考：《中金 | 量化多因子系列（12）：高频因子手册》https://mp.weixin.qq.com/s/N48b27FAPwcbQZkbnlBhwQ | 因子计算使用polars替代常见的pandas以获得更快的计算速度。☆12Sep 3, 2025Updated last year
- Fast domain-aware neural network emulation of a planetary boundary layer parameterization in a numerical weather forecast model☆11Mar 26, 2019Updated 7 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆12Apr 12, 2023Updated 3 years ago
- Intraday Time Series Momentum trading strategy on 5-min bitcoin data☆14Jan 14, 2025Updated last year
- Performing a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆58Apr 8, 2019Updated 7 years ago
- ☆29Jun 23, 2026Updated 4 months ago
- Production-grade statistical arbitrage trading system with 20+ alpha strategies, portfolio optimization, and multiple backtesting engines…☆22Feb 10, 2026Updated 8 months ago
- FTX API - A Complete Guide - Algotrading101☆20Sep 4, 2022Updated 4 years ago
- Fractal Adaptive Moving Average☆28Mar 24, 2026Updated 7 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Optimal high-frequency market making strategy☆32Nov 24, 2024Updated last year
- using opencv play Lyto Different Color☆10Apr 28, 2020Updated 6 years ago
- Transform your pdfs into anki flashcard with gpt☆12Jun 10, 2024Updated 2 years ago
- Restores VP9 cutscenes in UE5 games running under CrossOver on Apple Silicon☆29Oct 16, 2026Updated 2 weeks ago
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆24May 3, 2019Updated 7 years ago
- ☆13Jul 23, 2023Updated 3 years ago
- This porject is for recording my study path in snowball option pricing and its delta hedging☆16Feb 12, 2021Updated 5 years ago
- A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.☆78May 23, 2025Updated last year
- Python Code for Quantitative Finance Papers☆47Jun 23, 2026Updated 4 months ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- High performance hybrid Monte Carlo simulation☆10Sep 21, 2026Updated last month
- Trading Software for IB☆14Jun 4, 2026Updated 4 months ago
- a catch-all repo☆11Dec 28, 2023Updated 2 years ago
- Dαrwinex Alpha Team's Open Source R&D Pipeline for DARWIN Portfolio Management: The Mendel Framework, in Python 3 (www.darwinex.com)☆24Aug 19, 2020Updated 6 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆148Mar 16, 2026Updated 7 months ago
- A notebook demonstrating how to perform sentiment analysis from twitter.☆11Oct 2, 2020Updated 6 years ago
- Julia Incremental Technical Analysis Indicators (inspired by talipp)☆33Sep 7, 2026Updated last month