mglush / ready-trader-go-2023Links
Submission for Optiver's 2023 ReadyTraderGo.
☆27Updated 2 years ago
Alternatives and similar repositories for ready-trader-go-2023
Users that are interested in ready-trader-go-2023 are comparing it to the libraries listed below
Sorting:
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆88Updated 2 years ago
- Baruch MFE 2019 Spring☆41Updated 5 years ago
- ☆24Updated 5 years ago
- ☆53Updated 4 years ago
- CS7641 Team project☆97Updated 5 years ago
- Delta hedging under SABR model☆37Updated last year
- Collection of Models related to market making☆16Updated 4 years ago
- ☆37Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆73Updated 5 years ago
- Calibrates microprice model to BitMEX quote data☆60Updated 4 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- High Frequency Market Making: Optimal Quoting☆13Updated 2 years ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆32Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- ☆28Updated 3 years ago
- ☆49Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- High Frequency Trading Strategies☆48Updated 8 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆78Updated 7 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆36Updated last year
- Basic Limit Order Book functions☆22Updated 7 years ago
- Time Series Prediction of Volume in LOB☆58Updated last year
- ☆120Updated 7 years ago
- Baruch course - Market Microstructure☆14Updated 9 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 7 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆134Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year