Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.
☆94May 19, 2023Updated 2 years ago
Alternatives and similar repositories for Optiver-Ready-Trader-Go
Users that are interested in Optiver-Ready-Trader-Go are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Repository for market making ideas☆43Apr 26, 2024Updated last year
- Submission for Optiver's 2023 ReadyTraderGo.☆26Mar 26, 2023Updated 3 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆290Updated this week
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆152May 9, 2020Updated 5 years ago
- ☆22Apr 1, 2023Updated 2 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆22Feb 20, 2025Updated last year
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- High Frequency Market Making☆618Sep 24, 2023Updated 2 years ago
- A collection of homeworks of market microstructure models.☆282May 4, 2018Updated 7 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆658Jul 6, 2023Updated 2 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- a copy of our trading bot in the IMC prosperity trading competition☆12Apr 3, 2023Updated 2 years ago
- Calibrates microprice model to BitMEX quote data☆64Jul 1, 2021Updated 4 years ago
- Repo for HFT project in CMF☆28Jan 4, 2023Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Tutorials for the Machine Learning for Time Series class - Master MVA (2021/2022)☆10Mar 3, 2022Updated 4 years ago
- ☆15Apr 6, 2022Updated 3 years ago
- ☆128Dec 12, 2017Updated 8 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144May 6, 2023Updated 2 years ago
- Optimal high-frequency market making strategy☆27Nov 24, 2024Updated last year
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆241Jun 29, 2023Updated 2 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- ☆61Apr 10, 2021Updated 4 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Learn to build an autotrader with Optiver's Ready Trader Go Simulator☆64May 8, 2022Updated 3 years ago
- Binance cash-and-carry arbitrage bot☆76Dec 31, 2022Updated 3 years ago
- Trading with ML on binance microstructure market data☆15Dec 29, 2023Updated 2 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆38Jan 3, 2021Updated 5 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆23Feb 2, 2025Updated last year
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆47Nov 14, 2021Updated 4 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 2 years ago
- orderbooks contain so much more organic informations than moving averages...☆19Updated this week
- ORC wing model calibrator and simulator.☆14Jun 16, 2024Updated last year
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆181Sep 28, 2019Updated 6 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆127May 3, 2024Updated last year
- Deep learning approach for market price prediction, in JAX☆58May 20, 2024Updated last year
- High-frequency trading in a limit order book☆59Apr 15, 2019Updated 6 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 3 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆21May 8, 2024Updated last year
- Literature survey of order execution strategies implemented in python☆44Jul 24, 2020Updated 5 years ago