Market Making / Stat Arb strategy
☆64Jun 6, 2017Updated 9 years ago
Alternatives and similar repositories for MSE448Project
Users that are interested in MSE448Project are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆38Nov 3, 2021Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆111Oct 16, 2015Updated 10 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆16May 2, 2019Updated 7 years ago
- Python implementation of the basic model described in Chan, Nicholas Tung, and Christian Shelton. "An electronic market-maker."☆17Aug 27, 2023Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- TectonicDB client library for Elixir to read/write L2 order book data☆15Apr 10, 2023Updated 3 years ago
- Market making strategy example☆28Feb 26, 2021Updated 5 years ago
- This repo contains a cryptocurrency trading environment and agents☆32Feb 11, 2021Updated 5 years ago
- AlgoSE引擎C++开发包☆12Jul 5, 2018Updated 8 years ago
- A study of the Glosten and Milgrom model for market making☆16Nov 4, 2015Updated 10 years ago
- ☆17Jul 29, 2015Updated 11 years ago
- Market Making via Reinforcement Learning☆347Nov 4, 2019Updated 6 years ago
- ☆44Dec 22, 2016Updated 9 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 7 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆180Jan 9, 2026Updated 7 months ago
- Forex news trading app built with java and Dukascopy API. Can open multiple orders and manage them during the news event. Includes strate…☆12May 14, 2019Updated 7 years ago
- Vastly Improved BitMEX Market Making Algo☆238Feb 3, 2017Updated 9 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 4 years ago
- An environment to high-frequency trading agents under reinforcement learning☆288Aug 29, 2017Updated 9 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20May 3, 2021Updated 5 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆56Apr 24, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆31Aug 29, 2020Updated 6 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆256Jun 29, 2023Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆727Jul 6, 2023Updated 3 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆12May 17, 2026Updated 3 months ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆323Dec 4, 2023Updated 2 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 5 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- My first high-frequency trading strategy using machine learning☆20Sep 16, 2022Updated 3 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆77Mar 29, 2021Updated 5 years ago
- High Frequency Trading☆110Jun 10, 2018Updated 8 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Phd repo☆18Jul 14, 2022Updated 4 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆94Oct 30, 2017Updated 8 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆37Apr 16, 2016Updated 10 years ago