lineojcd / Order-Imbalance-StrategyLinks
for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)
☆13Updated 4 years ago
Alternatives and similar repositories for Order-Imbalance-Strategy
Users that are interested in Order-Imbalance-Strategy are comparing it to the libraries listed below
Sorting:
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 3 years ago
- ☆24Updated 6 years ago
- Trend Prediction for High Frequency Trading☆41Updated 2 years ago
- ☆49Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 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…☆19Updated 6 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 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
- Delta hedging under SABR model☆32Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆64Updated 2 years ago
- Marketmaker trading strategy☆28Updated 8 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- High Frequency Trading Strategies☆45Updated 7 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆33Updated 3 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- How to apply Deep Learning to create a mean reverting portfolio☆11Updated 4 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆25Updated 4 years ago
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Updated 7 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago