☆15Apr 6, 2022Updated 4 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:
- ☆12Apr 17, 2021Updated 5 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆18Sep 12, 2020Updated 6 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- ☆21Nov 4, 2022Updated 4 years ago
- MFM workshop project☆16Jan 25, 2021Updated 5 years ago
- Baruch MFE MTH9894☆14Jun 4, 2017Updated 9 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆15Feb 2, 2023Updated 3 years ago
- 用SVM构建高频交易策略☆13Oct 21, 2019Updated 7 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 3 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- Bitmex market microstructure analytics☆24Feb 24, 2021Updated 5 years ago
- A multi-factor investment strategy based on high frequency data and machine learning.☆11Feb 25, 2023Updated 3 years ago
- For the first time we derived a closed form solution for Black-Scholes impled volatility☆11Apr 11, 2020Updated 6 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- WonderTrader学习笔记☆40Dec 8, 2022Updated 3 years ago
- For various examples and code for STA 2503: Applied Probability in Mathematical Finance☆11Oct 17, 2021Updated 5 years ago
- ☆12Dec 22, 2023Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Market making strategies and scientific papers☆15Aug 20, 2023Updated 3 years ago
- Final Project for FINM33150, University of Chicago, Regression Analysis and Quantitative Trading Strategies☆11Jul 7, 2021Updated 5 years ago
- A proof-of-concept algorithmic trading framework optimised in high-frequency and arbitrage trading☆12May 25, 2025Updated last year
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- 众人的因子回测框架 stock factor test☆31Apr 18, 2026Updated 6 months ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 4 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…☆15Nov 2, 2019Updated 7 years ago
- ☆40Aug 2, 2021Updated 5 years ago
- 基于vnpy1.73的CTA策略☆10May 1, 2018Updated 8 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆31Aug 7, 2022Updated 4 years ago
- Volatility models for stock prices using deep learning and mixture models.☆15Aug 20, 2022Updated 4 years ago
- The visualize_crypto_options repository provides a Python script for visualizing cryptocurrency (BTC, ETH, SOL, USDC) options traded on t…☆17Mar 1, 2023Updated 3 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 3 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- ☆12Jul 19, 2020Updated 6 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆60Apr 6, 2023Updated 3 years ago