ksemianov / TradingGym
OpenAI Gym Environment for Low-Latency Trading
☆18Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for TradingGym
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- Trend Prediction for High Frequency Trading☆38Updated last year
- Repo for HFT project in CMF☆26Updated last year
- ☆46Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆17Updated 2 years ago
- A low frequency statistical arbitrage strategy☆18Updated 5 years ago
- ☆26Updated 3 years ago
- Example of order book modeling.☆57Updated 5 years ago
- High-frequency trading in a limit order book☆54Updated 5 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 6 years ago
- Deep learning for price movement prediction using high frequency limit order data☆38Updated 6 years ago
- Collection of Models related to market making☆14Updated 3 years ago
- Repository for market making ideas☆37Updated 6 months ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆47Updated 3 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 3 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆11Updated 2 weeks ago
- ☆15Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆28Updated 3 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆19Updated 3 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆17Updated 5 years ago
- Phd repo☆16Updated 2 years ago
- ☆47Updated 7 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆12Updated 6 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 4 years ago
- Channel break out strategy for High Frequency Trading.☆13Updated 6 years ago