jshellen / HFT
High Frequency Market Making
☆407Updated last year
Related projects ⓘ
Alternatives and complementary repositories for HFT
- Avellaneda-Stoikov HFT market making algorithm implementation☆435Updated last year
- ☆360Updated 3 years ago
- High frequency trading bot for crypto currencies☆369Updated 2 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆367Updated 2 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆209Updated 6 months ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆286Updated 11 months ago
- experiments with pair trading☆255Updated 3 weeks ago
- A collection of homeworks of market microstructure models.☆209Updated 6 years ago
- High-frequency statistical arbitrage☆149Updated last year
- GPU-accelerated Factors analysis library and Backtester☆646Updated 11 months ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆167Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆191Updated 2 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆676Updated this week
- A fast L2/L3 orderbook data structure, in C, for Python☆258Updated last week
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆319Updated 7 months ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆884Updated last year
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆133Updated 4 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆485Updated this week
- Backtest and live trading in Python☆531Updated 5 months ago
- bybit simple market maker☆460Updated 2 months ago
- low code backtesting library utilizing pandas and technical analysis indicators☆377Updated 7 months ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆560Updated this week
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,015Updated last week
- PyTrendFollow - systematic futures trading using trend following☆377Updated 6 years ago
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆413Updated last year
- Performance analysis of predictive (alpha) stock factors☆321Updated last month
- toolbox of fast mm-related funcs☆127Updated 2 months ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆150Updated 5 years ago
- Nasdaq Order Book Reconstructor☆228Updated 3 years ago