kkanagal / MSE448ProjectLinks
Market Making / Stat Arb strategy
☆61Updated 8 years ago
Alternatives and similar repositories for MSE448Project
Users that are interested in MSE448Project are comparing it to the libraries listed below
Sorting:
- Deep Q-Learning for Market Making☆124Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 9 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 6 years ago
- Volatility surface visualizer for cryptocurrency options.☆56Updated 2 years ago
- Limit Order Book Implemented in Python☆94Updated 7 years ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- ☆49Updated 8 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆89Updated 7 years ago
- Example of order book modeling.☆56Updated 6 years ago
- stores market data from cryptofeed to kdb+☆23Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆62Updated 5 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆91Updated 10 months ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆75Updated 7 years ago
- Market making strategy example☆26Updated 4 years ago
- Quantopian Pairs Trading algorithm implementation.☆61Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆68Updated 9 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆99Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- algo trading backtesting on BitMEX☆78Updated last year
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆63Updated 4 years ago