lxin62107 / High-Frequency-TradingLinks
High Frequency Trading Strategy
☆12Updated 6 years ago
Alternatives and similar repositories for High-Frequency-Trading
Users that are interested in High-Frequency-Trading are comparing it to the libraries listed below
Sorting:
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Market making strategies and scientific papers☆13Updated 2 years ago
- ☆11Updated 6 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆22Updated 7 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Updated 2 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- ☆12Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- Phd repo☆17Updated 3 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Processing and performing financial calculations on HFT data☆11Updated 6 years ago
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Option Strategy for Futures☆14Updated 5 years ago
- Use machine learning to trade bitcoin.☆10Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- Order Imbalance Trading Simulation R Code☆17Updated 5 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- from for/if/else to my first option back-test function☆18Updated 5 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆14Updated 2 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.☆19Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆30Updated 4 years ago