keinsell / HftishLinks
Alpaca-based Order Book Inbalace Algorithm.
☆12Updated 4 years ago
Alternatives and similar repositories for Hftish
Users that are interested in Hftish are comparing it to the libraries listed below
Sorting:
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆13Updated 2 years ago
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- Market making strategies and scientific papers☆13Updated last year
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- ☆24Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆22Updated 4 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- ☆19Updated 5 years ago
- Trend Prediction for High Frequency Trading☆41Updated 2 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- This repository contains an automated trading system using machine learning for stock return prediction, position sizing and generating e…☆14Updated 5 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆19Updated 6 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆16Updated 3 years ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Updated 5 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 5 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
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago