☆15Apr 6, 2022Updated 3 years ago
Alternatives and similar repositories for Impact-of-market-microstructure-on-stock-price
Users that are interested in Impact-of-market-microstructure-on-stock-price are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆15Sep 12, 2020Updated 5 years ago
- ☆12Apr 17, 2021Updated 4 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- Repo for HFT project in CMF☆28Jan 4, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- MFM workshop project☆14Jan 25, 2021Updated 5 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- 用SVM构建高频交易策略☆13Oct 21, 2019Updated 6 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆10Jun 10, 2023Updated 2 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 3 years ago
- ☆29Aug 7, 2022Updated 3 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.
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆14Nov 2, 2019Updated 6 years ago
- Collection of Models related to market making☆17Jan 25, 2021Updated 5 years ago
- ☆12Dec 22, 2023Updated 2 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Machine Learning in Asset Management☆20Jul 18, 2019Updated 6 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- A proof-of-concept algorithmic trading framework optimised in high-frequency and arbitrage trading☆12May 25, 2025Updated 10 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Skillset Challenge for the Apprenticeship Program☆21Jan 8, 2022Updated 4 years ago
- The visualize_crypto_options repository provides a Python script for visualizing cryptocurrency (BTC, ETH, SOL, USDC) options traded on t…☆15Mar 1, 2023Updated 3 years ago
- An xVA quantitative library written in python using tensorflow☆18Updated this week
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Jan 13, 2023Updated 3 years ago
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆22Apr 11, 2020Updated 5 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆169Aug 21, 2017Updated 8 years ago
- Final Project for FINM33150, University of Chicago, Regression Analysis and Quantitative Trading Strategies☆11Jul 7, 2021Updated 4 years ago
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 3 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.
- Unofficial PyTorch implementation of FactorVAE☆21Jun 1, 2023Updated 2 years ago
- Baruch MFE 2019 Spring☆45May 29, 2020Updated 5 years ago
- Volatility models for stock prices using deep learning and mixture models.☆16Aug 20, 2022Updated 3 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆17May 21, 2013Updated 12 years ago
- The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…☆12Oct 30, 2023Updated 2 years ago
- Cryptocurrencies price data collection, price tickers, signals notifications, charts, Telegram bot and more.☆68Jul 10, 2025Updated 8 months ago
- Dashboard to track crypto spot-futures premiums☆54Aug 29, 2022Updated 3 years ago