kkanagal / MSE448ProjectLinks
Market Making / Stat Arb strategy
☆62Updated 8 years ago
Alternatives and similar repositories for MSE448Project
Users that are interested in MSE448Project are comparing it to the libraries listed below
Sorting:
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 10 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- ☆49Updated 8 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆92Updated 8 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆167Updated 8 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆72Updated 7 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 years ago
- High Frequency Trading☆110Updated 7 years ago
- Deep learning modelling of orderbooks☆101Updated 5 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆102Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆57Updated 5 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 4 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆152Updated 5 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Updated 7 years ago
- Marketmaker trading strategy☆29Updated 9 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆77Updated 5 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆53Updated 5 years ago
- ☆143Updated 3 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- #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，…☆50Updated 8 months ago