Alternatives and similar repositories for market-microstructure

Users that are interested in market-microstructure are comparing it to the libraries listed below

• oronimbus / HW1F-HW2F
  Hull-White 1/2 Factor Dynamics
  ☆14Updated 3 years ago
• pengxin123 / mth-9879
  Baruch course - Market Microstructure
  ☆14Updated 9 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• sle14 / Options-market-making-using-a-stochastic-control-approach
  Derivation of analytical expressions of optimal quotes for market making in options.
  ☆20Updated 3 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• Zhenfeng-Liang / Market_MicroStructure_Models
  ☆25Updated 9 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆30Updated 2 years ago
• LastAncientOne / Trading-Strategies-in-Emerging-Markets-Coursera
  Design your own Trading Strategy
  ☆39Updated last year
• pingfcc99 / FixedIncomeQuantTrading
  ☆18Updated 7 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，…
  ☆49Updated 4 months ago
• JackJacquier / SABR-Implied-Volatility
  SABR Implied volatility asymptotics
  ☆22Updated 5 years ago
• haosongQuant / OrderBook-Tick-Data-Trading
  verify OrderBook Tick Data Trading Strategy on futures.
  ☆16Updated 6 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆90Updated 6 years ago
• thertrader / Lobster-Python-Demo-Code
  Python demo code for LOBSTER limit order book data
  ☆12Updated 5 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆49Updated 8 years ago
• evelynpurse / CTA_summary
  Testing trading signals of commodity futures
  ☆17Updated 5 years ago
• fdallac / autocallable-simu
  Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark
  ☆15Updated 5 years ago
• kpuchalskixiv / Impact-of-market-microstructure-on-stock-price
  ☆17Updated 3 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• gjimzhou / MTH9815-Trading-System
  A project of building and running a trading system according to service oriented architecture standard.
  ☆16Updated 7 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆24Updated 2 years ago
• echalkpad / MTH9894-Algo-Trading
  Baruch MFE MTH9894
  ☆13Updated 8 years ago
• yukit-k / ai-alpha
  AI based alpha research for trading
  ☆49Updated 3 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆71Updated 9 years ago
• theo-dim / Global-Macro-Strategies
  A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …
  ☆13Updated 3 years ago
• TYtianyang / scbnn
  Implied volatility surface interpolation with shape-constrained bayesian neural network.
  ☆15Updated 3 years ago
• Silkdust / mlfactor-python
  Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust
  ☆11Updated last year
• Weichong515 / Algo-Trading-14
  Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm
  ☆15Updated 6 years ago
• Idriss-Afra / Stochastic-Volatility-Inspired-Model
  This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.
  ☆10Updated 4 months ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆37Updated 5 years ago